Kernel estimation and interpolation for time series containing missing observations

DOI10.1007/BF02481979MaRDI QIDQ1062717zbMATH OpenOpenAlexFDO

Authors Peter M. Robinson

Publication date 1984

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02481979

zbMATH Keywords

central limit theoremmoment conditionsstrong mixingstationary time serieskernel estimatorsbest predictormissing observationsConsistencyinterpolatorleast squares predictorconditional expectation estimatorstrictly stationary and ergodic process

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

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Cites work

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• Large sample optimality of least squares cross-validation in density estimation
• Linear Statistical Inference and its Applications
• NONPARAMETRIC ESTIMATORS FOR TIME SERIES
• Nonparametric Estimation of the Transition Distribution Function of a Markov Process
• Nonparametric estimation in Markov processes
• Nonparametric estimation of the drift coefficient in the diffusion equation
• On the L 1 convergence of kernel estimators of regression functions with applications in discrimination
• Probability density estimation from sampled data
• Propri�t�s de convergence presque compl�te du pr�dicteur � noyau
• Strong consistency of density estimation by orthogonal series methods for dependent variables with applications
• Trend estimation with missing observations

Cited in

(7)

• Asymptotic theory of parameter estimation by a contrast function based on interpolation error
• Estimation of second-order properties from jittered time series
• ESTIMATION AND INTERPOLATION OF MISSING VALUES OF A STATIONARY TIME SERIES
• ADAPTIVE SEMIPARAMETRIC ESTIMATION IN THE PRESENCE OF AUTOCORRELATION OF UNKNOWN FORM
• Asymptotic properties of local polynomial regression with missing data and correlated errors
• A consistent nonparametric test for serial independence
• Some automated methods of smoothing time-dependent data

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