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ESTIMATION AND INTERPOLATION OF MISSING VALUES OF A STATIONARY TIME SERIES

โœ Scribed by Mohsen Pourahmadi


Book ID
111039591
Publisher
John Wiley and Sons
Year
1989
Tongue
English
Weight
766 KB
Volume
10
Category
Article
ISSN
0143-9782

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A generalized innovation algorithm is used to solve the problems of prediction of future values based on incomplete past and interpolation of missing values of a stationary time series. The emphasis is on the computational aspects and the proposed method is particularly useful when there are several