Kernel estimation and interpolation for time series containing missing observations

DOI10.1007/BF02481979zbMath0573.62089OpenAlexW2004488604MaRDI QIDQ1062717

Peter M. Robinson

Publication date: 1984

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02481979

zbMATH Keywords

kernel estimatorscentral limit theoremmissing observationsstrong mixingstationary time seriesConsistencymoment conditionsbest predictorinterpolatorleast squares predictorconditional expectation estimatorstrictly stationary and ergodic process

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

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ADAPTIVE SEMIPARAMETRIC ESTIMATION IN THE PRESENCE OF AUTOCORRELATION OF UNKNOWN FORM, Some automated methods of smoothing time-dependent data, Asymptotic properties of local polynomial regression with missing data and correlated errors, Estimation of second-order properties from jittered time series, A consistent nonparametric test for serial independence

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