Optimal linear interpolation of multiple missing values

DOI10.1007/S11203-022-09269-5MaRDI QIDQ2676875zbMATH OpenOpenAlexFDO

Authors Tucker S. McElroy, Dimitris Politis

Publication date 28 September 2022

Published in Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11203-022-09269-5

zbMATH Keywords

imputationinfinite pastlinear filterprediction

Mathematics Subject Classification ID

Inference from stochastic processes (62Mxx)

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Cited in

(2)

• Interpolation and optimal linear prediction
• Inverse autocovariance estimates

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