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Volumn 3, Issue , 1998, Pages 1361-1364

Recursive methods for estimating multiple missing values of a multivariate stationary process

Author keywords

[No Author keywords available]

Indexed keywords

MISSING VALUES; NUMERICAL COMPLEXITY; ONE-STEP PREDICTIONS; P-VECTOR; PREDICTION PROBLEM; RECURSIVE METHODS; STATIONARY PROCESS; STATIONARY RANDOM PROCESS;

EID: 0031638474     PISSN: 15206149     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICASSP.1998.681699     Document Type: Conference Paper
Times cited : (1)

References (8)
  • 1
    • 0003147249 scopus 로고
    • Missing observations in time series
    • B. Abraham, "Missing observations in time series," Commun. Statist. Theol: Meth. A, vol. 10, no. 16, pp. 1643-1653,1981
    • (1981) Commun. Statist. Theol: Meth. A , vol.10 , Issue.16 , pp. 1643-1653
    • Abraham, B.1
  • 4
    • 0017244238 scopus 로고
    • Interpolating time series with application to the estimation of holiday effects on electricity demand
    • S. R. Brubacher and G. T. Wilson, "Interpolating time series with application to the estimation of holiday effects on electricity demand,"Appl. Statist. vol. 25, no. 2, pp. 107-116,1976
    • (1976) Appl. Statist. , vol.25 , Issue.2 , pp. 107-116
    • Brubacher, S.R.1    Wilson, G.T.2
  • 5
    • 0000250861 scopus 로고
    • The fitting of time series models
    • J. Durbin, "The fitting of time series models," Rev. Int. Stat. vol. 28, pp. 233-244,1960
    • (1960) Rev. Int. Stat. , vol.28 , pp. 233-244
    • Durbin, J.1
  • 7
    • 33747441485 scopus 로고
    • The Wiener RMS (root mean square) error criterion in filter design and prediction
    • N. Levinson, "The Wiener RMS (root mean square) error criterion in filter design and prediction," J. Math. Phys., vol. 25, no. 4, pp. 261-278,1947
    • (1947) J. Math. Phys. , vol.25 , Issue.4 , pp. 261-278
    • Levinson, N.1
  • 8
    • 0000856691 scopus 로고
    • On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix
    • P. Whittle, "On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix," Biometrika, vol. 40, pp. 129-134,1963.
    • (1963) Biometrika , vol.40 , pp. 129-134
    • Whittle, P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.