SYMMETRIC STABLE SEQUENCES WITH MISSING OBSERVATIONS

DOI10.1111/J.1467-9892.1994.TB00196.XMaRDI QIDQ4299038zbMATH OpenOpenAlexFDO

Authors Dankit K. Nassiuma

Publication date 29 June 1994

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9892.1994.tb00196.x

zbMATH Keywords

analytical expressionsautoregressive moving-average processfinite varianceinfinite varianceinterpolationminimum dispersionoptimal linear estimates of missing valuesstationary symmetric stable processes

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• Estimation of stochastic processes with missing observations
• Estimation of Multidimensional Stationary Stochastic Sequences from Observations in Special Sets of Points
• Filtering of multidimensional stationary sequences with missing observations
• On minimax interpolation of stationary sequences
• Interpolation of functionals of stationary processes with missing observations

Cites work

• "Infinite Variance" and Research Strategy in Time Series Analysis
• A nonlinear time series model and estimation of missing observations
• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• Innovations and Wold decompositions of stable sequences
• Linear prediction of ARMA processes with infinite variance
• Linear Problems in Linear Problems inpth Order and Stable Processes
• Time series: theory and methods
• Wold decomposition, prediction and parameterization of stationary processes with infinite variance

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