scientific article; zbMATH DE number 3945194

MaRDI QIDQ3716151zbMATHFDO

Authors Jiří Anděl

Publication date 1985

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)

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• A note on prediction and interpolation errors in time series
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• scientific article; zbMATH DE number 774840 (Why is no real title available?)
• \(L_1\) linear interpolator for missing values in time series
• 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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