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

DOI10.1080/03610920802521190MaRDI QIDQ3396331zbMATHOpenAlexFDO

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

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

Cited in

(4)

• On the estimation of missing values in AR(1) model with exponential innovations
• scientific article; zbMATH DE number 7734381 (Why is no real title available?)
• Missing values in linear regression: imputations using an error-contaminated linear predictor
• Performance of extrapolation based on Pitman's measure of closeness in spatial regression models with extended skew \(t\) innovations

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