ESTIMATION AND INTERPOLATION OF MISSING VALUES OF A STATIONARY TIME SERIES (Q4204971)
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scientific article; zbMATH DE number 4124843
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ESTIMATION AND INTERPOLATION OF MISSING VALUES OF A STATIONARY TIME SERIES |
scientific article; zbMATH DE number 4124843 |
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ESTIMATION AND INTERPOLATION OF MISSING VALUES OF A STATIONARY TIME SERIES (English)
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1989
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multistep-ahead predictors
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autoregressive process
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moving-average process
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interpolating missing values
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stationary time series
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prediction plus regression problem
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EM-algorithm
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