A NOTE ON THE ESTIMATION OF MISSING VALUES IN TIME-SERIES

被引：25

作者：

LJUNG, GM

机构：

来源：

关键词：

D O I：

10.1080/03610918908812770

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：459 / 465

页数：7

共 13 条

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[2]

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[3]

Battaglia F., 1983, J TIME SER ANAL, V4, P79, DOI [10.1111/j.1467-9892.1983.tb00360.x, DOI 10.1111/J.1467-9892.1983.TB00360.X]

[4]

BRUBACHER SR, 1976, J R STAT SOC C-APPL, V25, P107

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DAMSLETH E, 1980, SCAND J STAT, V7, P33

FERREIRO, O .

[7]

FOX AJ, 1972, J ROY STAT SOC B, V34, P350

[8] ESTIMATING MISSING OBSERVATIONS IN ECONOMIC TIME-SERIES [J].

HARVEY, AC ;

PIERSE, RG .

JONES, RH .

KOHN, R ;

ANSLEY, CF .