A note on interpolation of arima processes

DOI10.1080/03610929708832054zbMath0954.62561OpenAlexW2078384439MaRDI QIDQ4269968

Fabio H. Nieto

Publication date: 10 November 1999

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

Full work available at URL: https://doi.org/10.1080/03610929708832054

zbMATH Keywords

missing observationsARIMA modelsrecursive linear estimation

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• Signal extraction from nonstationary time series
• Estimation, filtering, and smoothing in state space models with incompletely specified initial conditions
• Time series: theory and methods.
• A Note on the Estimation of Missing Values in Time Series
• Estimation, Prediction, and Interpolation for ARIMA Models with Missing Data
• Exact likelihood of vector autoregressive-moving average process with missing or aggregated data
• Estimation, Prediction, and Interpolation for Nonstationary Series with the Kalman Filter

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