A note on interpolation of arima processes
type: Item
instance of: scholarly article
title: A note on interpolation of arima processes
zbMATH Open document ID: 0954.62561
DOI: 10.1080/03610929708832054
author: Fabio H. Nieto
publication date: 1999-11-10T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M20
zbMATH DE Number: 1361010
zbMATH Keywords: ARIMA models
zbMATH Keywords: missing observations
zbMATH Keywords: recursive linear estimation
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/03610929708832054
OpenAlex ID: W2078384439
cites work: Exact likelihood of vector autoregressive-moving average process with missing or aggregated data
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cites work: Estimation, Prediction, and Interpolation for ARIMA Models with Missing Data
cites work: A Note on the Estimation of Missing Values in Time Series
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published in: Communications in Statistics: Theory and Methods
description: scientific article; zbMATH DE number 1361010