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An algorithm in the problem of interpolation of multidimensional time series (Q789861)

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scientific article; zbMATH DE number 3846714
Language Label Description Also known as
English
An algorithm in the problem of interpolation of multidimensional time series
scientific article; zbMATH DE number 3846714

    Statements

    title
    An algorithm in the problem of interpolation of multidimensional time series (English)
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    author
    A. P. Mirabel'
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    Leonid I. Piterbarg
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    publication date
    1983
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    review text
    Translation from Probl. Peredachi Inf. 18, No.3, 53-61 (Russian) (1982; Zbl 0512.62091).
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    zbMATH Keywords
    missing values
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    linear interpolation
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    multiple time series
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    recursive procedure
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    stationary process
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    Yule-Walker equations
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    conditional expectations
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    autoregression process
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    Gauss-Seidel iteration procedure
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    Identifiers

    Mathematics Subject Classification ID
    62M20
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    62M10
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    65D05
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    65F10
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    zbMATH DE Number
    3846714
    0 references
     
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