A wavelet-based approach for imputation in nonstationary multivariate time series
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Publication:100112
DOI10.1007/s11222-021-09998-2zbMath1475.62067OpenAlexW3121341047MaRDI QIDQ100112
Matthew A. Nunes, Rebecca Wilson, Timothy Park, Idris A. Eckley, Rebecca E. Wilson, Idris A. Eckley, Timothy A. Park
Publication date: 17 February 2021
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-021-09998-2
Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Missing data (62D10)
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