A Note on the Estimation of Missing Values in Time Series
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Publication:3471562
DOI10.1080/03610918908812770zbMath0695.62213OpenAlexW1972593352MaRDI QIDQ3471562
Publication date: 1989
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918908812770
interpolationoutlierstime serieslikelihood functionmissing valuesautoregressive moving average process
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Cites Work
- Methodologies for the estimation of missing observations in time series
- INVERSE AUTOCOVARIANCES AND A MEASURE OF LINEAR DETERMINISM FOR A STATIONARY PROCESS
- Estimation, Prediction, and Interpolation for ARIMA Models with Missing Data
- Estimation of the interpolation error variance and an index of linear determinism
- Maximum Likelihood Fitting of ARMA Models to Time Series with Missing Observations
- The likelihood function of stationary autoregressive-moving average models