PREDICTION OF MISSING OBSERVATIONS IN TIME SERIES OF AN ECONOMIC VARIABLE

被引：3

作者：

DORAN, HE

机构：

[1] UNIV NEW ENGLAND,DEPT ECON STATISTICS,ARMIDALE 2351,NEW S WALES,AUSTRALIA

[2] UNIV BONN,INST ECONOMETRICS & OPERATIONS RES,BONN,WEST GERMANY

来源：

关键词：

D O I：

10.2307/2285695

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：546 / 554

页数：9

共 17 条

[1]

BOOT JCG, 1967, APPL STAT, V0016, P00065

[2]

Box G. E. P., 1970, TIME SERIES ANAL FOR, V65, P1509

[3]

Box George E. P, 1970, J AM STAT ASS

CHOW, GC ;

LIN, AL .

DENTON, FT .

[6]

FISHMAN GS, 1969, SPECTRAL METHODS ECO

[7]

FRIEDMAN M, 1962, J AM STAT ASSOC, V57, P729

[8] TYPICAL SPECTRAL SHAPE OF AN ECONOMIC VARIABLE [J].

GRANGER, CWJ .

[9]

GRAYBILL FA, 1969, INTRO MATRICES

[10]

GRENANDER U, 1958, TEOPLITZ FORMS THEIR