Optimization methods in time series interpolation

DOI10.1080/03610919308813148zbMath0800.62523OpenAlexW2035803828MaRDI QIDQ4275714

Ilkka Karanta

Publication date: 20 January 1994

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919308813148

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical optimization and variational techniques (65K10) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

• Methodologies for the estimation of missing observations in time series
• A nonlinear time series model and estimation of missing observations
• Fixed interval estimation in state space models when some of the data are missing or aggregated
• A Note on the Estimation of Missing Values in Time Series
• On a relationship between the inverse of a stationary covariance matrix and the linear interpolator
• Smoothing and Interpolation with the State-Space Model
• Estimation, Prediction, and Interpolation for ARIMA Models with Missing Data
• Estimation of the interpolation error variance and an index of linear determinism
• Maximum Likelihood Fitting of ARMA Models to Time Series with Missing Observations
• ESTIMATION AND INTERPOLATION OF MISSING VALUES OF A STATIONARY TIME SERIES
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