\(L_1\) linear interpolator for missing values in time series

zbMath1049.62101MaRDI QIDQ1881388

Zu-di Lu, Yer Van Hui

Publication date: 5 October 2004

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

zbMATH Keywords

linear interpolationmissing valuesautoregressive processinnovation departureminimum mean absolute error

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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