Nonparametric estimation of missing values in time series

MaRDI QIDQ1397597zbMATH OpenFDO

Authors Thomas Noack, Rainer Schlittgen

Publication date 6 August 2003

Published in AStA. Allgemeines Statistisches Archiv (Search for Journal in Brave)

zbMATH Keywords

splinestime seriesmissing valueslinear interpolationlest squares

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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(13)

• A nonlinear time series model and estimation of missing observations
• Missing Data Methods: Time-Series Methods and Applications
• Missing responses at random in functional single index model for time series data
• scientific article; zbMATH DE number 3945194 (Why is no real title available?)
• Cuckoo search-designated fractal interpolation functions with winner combination for estimating missing values in time series
• A recursive approach for estimating missing observations in an univariate time series
• Time series interpolation via global optimization of moments fitting
• ESTIMATION AND INTERPOLATION OF MISSING VALUES OF A STATIONARY TIME SERIES
• Comparison methods of estimating missing data in real data time series
• Estimation of missing values in linear~models
• Missing Values Resampling for Time Series
• Missing data in time series: a note on the equivalence of the dummy variable and the skipping approaches
• New method to estimate missing data by using the asymmetrical winsorized mean in a time series

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