On the estimation of missing values in AR(1) model with exponential innovations (Q4976217)
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scientific article; zbMATH DE number 6754423
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| English | On the estimation of missing values in AR(1) model with exponential innovations |
scientific article; zbMATH DE number 6754423 |
Statements
On the estimation of missing values in AR(1) model with exponential innovations (English)
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27 July 2017
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autoregressive model
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exponential innovations
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missing value
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mean square error
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Pitman's measure of closeness
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0.8269972205162048
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0.7841284275054932
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0.7791171669960022
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