Kernel estimation and interpolation for time series containing missing observations
From MaRDI portal
Publication:1062717
DOI10.1007/BF02481979zbMath0573.62089MaRDI QIDQ1062717
Publication date: 1984
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
kernel estimators; central limit theorem; missing observations; strong mixing; stationary time series; Consistency; moment conditions; best predictor; interpolator; least squares predictor; conditional expectation estimator; strictly stationary and ergodic process
62M20: Inference from stochastic processes and prediction
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