imputeFin

swMATH38295CRANimputeFinMaRDI QIDQ53995

Imputation of Financial Time Series with Missing Values and/or Outliers

Rui Zhou, Junyan Liu, Daniel P. Palomar

Last update: 20 February 2021

Copyright license: GNU General Public License, version 3.0

Software version identifier: 0.1.2

Source code repository: https://github.com/cran/imputeFin

Cites work

• Parameter Estimation of Heavy-Tailed AR Model With Missing Data Via Stochastic EM

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