Methodologies for the estimation of missing observations in time series

DOI10.1016/0167-7152(87)90028-9MaRDI QIDQ1081262zbMATH OpenOpenAlexFDO

Authors Osvaldo Ferreiro

Publication date 1987

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(87)90028-9

zbMATH Keywords

ARMAstationary time seriesKalman-Bucy filterautoregressive-moving averageestimation of missing observationsPEM algorithmpseudo-expectation maximization

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• scientific article; zbMATH DE number 3890574 (Why is no real title available?)
• scientific article; zbMATH DE number 3179103 (Why is no real title available?)
• scientific article; zbMATH DE number 3679014 (Why is no real title available?)
• Maximum Likelihood Fitting of ARMA Models to Time Series with Missing Observations

Cited in

(14)

• scientific article; zbMATH DE number 4005393 (Why is no real title available?)
• A Note on the Estimation of Missing Values in Time Series
• Spectral modeling of time series with missing data
• Missing data in time series: a note on the equivalence of the dummy variable and the skipping approaches
• Optimization methods in time series interpolation
• Graphical and phase space models for univariate time series
• Missing Values Resampling for Time Series
• scientific article; zbMATH DE number 4151671 (Why is no real title available?)
• Estimation in a Linear Model with Serially Correlated Errors When Observations are Missing
• ESTIMATION AND INTERPOLATION OF MISSING VALUES OF A STATIONARY TIME SERIES
• A recursive approach for estimating missing observations in an univariate time series
• Missing Data Methods: Time-Series Methods and Applications
• A nonlinear time series model and estimation of missing observations
• Influence of Missing Values on the Prediction of a Stationary Time Series

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