Comparison of Two Estimation Methods of Missing Values Using Pitman-Closeness Criterion

DOI10.1080/03610920802521190zbMath1206.62149OpenAlexW2022667853MaRDI QIDQ3396331

Abdelghani Hamaz, M. Ibazizen

Publication date: 18 September 2009

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920802521190

zbMATH Keywords

autoregressive model

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)

Related Items (4)

Unnamed Item ⋮ On the estimation of missing values in AR(1) model with exponential innovations ⋮ Missing Values in Linear Regression: Imputations Using An Error-Contaminated Linear Predictor ⋮ Performance of extrapolation based on Pitman's measure of closeness in spatial regression models with extended skew t innovations

Cites Work

• Time series: theory and methods.
• ESTIMATION AND INTERPOLATION OF MISSING VALUES OF A STATIONARY TIME SERIES
• PITMAN-CLOSENESS AS A MEASURE TO EVALUATE THE QUALITY OF FORECASTS

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