ESTIMATION AND INTERPOLATION OF MISSING VALUES OF A STATIONARY TIME SERIES (Q4204971)
From MaRDI portal
scientific article; zbMATH DE number 4124843
Language | Label | Description | Also known as |
---|---|---|---|
English | ESTIMATION AND INTERPOLATION OF MISSING VALUES OF A STATIONARY TIME SERIES |
scientific article; zbMATH DE number 4124843 |
Statements
ESTIMATION AND INTERPOLATION OF MISSING VALUES OF A STATIONARY TIME SERIES (English)
0 references
1989
0 references
multistep-ahead predictors
0 references
autoregressive process
0 references
moving-average process
0 references
interpolating missing values
0 references
stationary time series
0 references
prediction plus regression problem
0 references
EM-algorithm
0 references
0 references
0 references
0 references