Comparison of two estimation methods of missing values using pitman-closeness criterion

Communications in Statistics - Theory and Methods

Volumn 38, Issue 13, 2009, Pages 2210-2213

  Hamaz, Abdelghani ^a   Ibazizen, Mohamed ^a  

^a UNIVERSITÉ MOULOUD MAMMERI   (Algeria)

Author keywords

Autoregressive model; Missing value; Pitman closeness

Indexed keywords

AUTO REGRESSIVE PROCESS; AUTOREGRESSIVE MODEL; ESTIMATION METHODS; FIRST-ORDER; LINEAR INTERPOLATOR; LINEAR PREDICTORS; MISSING VALUE; MISSING VALUES; PITMAN-CLOSENESS;

AUTOCORRELATION;

EID: 70449558659     PISSN: 03610926     EISSN: 1532415X     Source Type: Journal    
DOI: 10.1080/03610920802521190     Document Type: Article

References (4)

1. Brockwell, P. J., Davis, R. A. (1991). Time Series: Theory and Methods. 2nd ed. New York: Springer-Verlag.
2. Pourahmadi, M. (1989). Estimation and interpolation of missing values of a stationary time series. J. Time Ser. 10:149-169.
3. Roy, S. S., Chakraborty, S. (2006). Prediction problems related to the first order autoregressive process in the presence of outliers. Applic. Math. 33:265-274.
4. Wenzel, T. (2002). Pitman-closeness as a measure to evaluate the quality of forecasts. Commun. Statist. Theor. Meth. 31:535-550.