\(L_1\) linear interpolator for missing values in time series
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Publication:1881388
zbMath1049.62101MaRDI QIDQ1881388
Publication date: 5 October 2004
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
linear interpolation; missing values; autoregressive process; innovation departure; minimum mean absolute error
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)