Methodologies for the estimation of missing observations in time series
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Publication:1081262
DOI10.1016/0167-7152(87)90028-9zbMath0601.62109OpenAlexW2061824698MaRDI QIDQ1081262
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
ARMAstationary time seriesKalman-Bucy filterautoregressive-moving averageestimation of missing observationsPEM algorithmpseudo-expectation maximization
Related Items (5)
Optimization methods in time series interpolation ⋮ A Note on the Estimation of Missing Values in Time Series ⋮ Graphical and phase space models for univariate time series ⋮ A nonlinear time series model and estimation of missing observations ⋮ Influence of Missing Values on the Prediction of a Stationary Time Series
Cites Work
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