Nonparametric estimation of missing values in time series
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Publication:1397597
zbMATH Open1017.62080MaRDI QIDQ1397597
Thomas Noack, Rainer Schlittgen
Publication date: 6 August 2003
Published in: AStA. Allgemeines Statistisches Archiv (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)
Related Items (6)
Missing responses at random in functional single index model for time series data ⋮ A recursive approach for estimating missing observations in an univariate time series ⋮ Missing Values Resampling for Time Series ⋮ Missing data in time series: a note on the equivalence of the dummy variable and the skipping approaches ⋮ A nonlinear time series model and estimation of missing observations ⋮ ESTIMATION AND INTERPOLATION OF MISSING VALUES OF A STATIONARY TIME SERIES
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