Prediction with incomplete past and interpolation of missing values
type: Item
instance of: scholarly article
title: Prediction with incomplete past and interpolation of missing values
zbMATH Open document ID: 0899.62121
DOI: 10.1016/S0167-7152(96)00146-0
author: R. Cheng
author: M. Pourahmadi
published in: Statistics \& Probability Letters
publication date: 1998-03-08T00:00:00Z
Mathematics Subject Classification ID: 62M20
zbMATH DE Number: 1125691
zbMATH Keywords: autoregressive parameters
zbMATH Keywords: variance of errors
zbMATH Keywords: generalized innovation algorithm
zbMATH Keywords: prediction
zbMATH Keywords: stationary time series
MaRDI profile type: Publication
cites work: On a relationship between the inverse of a stationary covariance matrix and the linear interpolator
cites work: Q3827448
cites work: Maximum Likelihood Fitting of ARMA Models to Time Series with Missing Observations
cites work: ESTIMATION AND INTERPOLATION OF MISSING VALUES OF A STATIONARY TIME SERIES
cites work: Alternating projections and interpolation of stationary processes
full work available at URL: s0167-7152(96)00146-0
OpenAlex ID: W2050462856
description: scientific article; zbMATH DE number 1125691