Comparison of Two Estimation Methods of Missing Values Using Pitman-Closeness Criterion

DOI10.1080/03610920802521190zbMATH Open1206.62149OpenAlexW2022667853MaRDI QIDQ3396331FDOQ3396331

Authors: Abdelghani Hamaz, M. Ibazizen 

Publication date: 18 September 2009

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920802521190

zbMATH Keywords

autoregressive model

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

Cites Work

• Time series: theory and methods.
• ESTIMATION AND INTERPOLATION OF MISSING VALUES OF A STATIONARY TIME SERIES
• PITMAN-CLOSENESS AS A MEASURE TO EVALUATE THE QUALITY OF FORECASTS

Cited In (4)

• On the estimation of missing values in AR(1) model with exponential innovations
• Title not available (Why is that?)
• Performance of extrapolation based on Pitman's measure of closeness in spatial regression models with extended skew t innovations
• Missing Values in Linear Regression: Imputations Using An Error-Contaminated Linear Predictor

This page was built for publication: Comparison of Two Estimation Methods of Missing Values Using Pitman-Closeness Criterion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3396331)