scientific article; zbMATH DE number 3945194

zbMATH Open0588.62168MaRDI QIDQ3716151FDOQ3716151

Authors: Jiří Anděl 

Publication date: 1985

Title of this publication is not available (Why is that?)

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zbMATH Keywords

time seriescovariance functionautoregressive processesstationarymissing valuenon-stationaryresidual variancesbest linear interpolationbest linear forward and backward extrapolations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (8)

• A note on prediction and interpolation errors in time series
• \(L_1\) linear interpolator for missing values in time series
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• Time Domain Interpolation Algorithm for Innovations of Discrete Time Multivariate Stationary Processes
• New interpolating functions for non-decreasing time series data
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