Duals of random vectors and processes with applications to prediction problems with missing values
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Publication:923870
DOI10.1016/j.spl.2009.04.005zbMath1456.62226arXiv0708.3895OpenAlexW2082891297MaRDI QIDQ923870
Yukio Kasahara, Akihiko Inoue, Mohsen Pourahmadi
Publication date: 24 July 2009
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0708.3895
Inference from stochastic processes and prediction (62M20) Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25) Missing data (62D10)
Related Items (7)
Optimal linear interpolation of multiple missing values ⋮ Some prediction problems for stationary random fields with quarter-plane past ⋮ The Variance Profile ⋮ Filtering of multidimensional stationary sequences with missing observations ⋮ Reconciling the Gaussian and Whittle likelihood with an application to estimation in the frequency domain ⋮ Interpolation of stationary sequences observed with a noise ⋮ Prediction of stationary Gaussian random fields with incomplete quarterplane past
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