Method of Estimating Missing Values in a Stationary Autoregressive (AR) Process
نویسندگان
چکیده
منابع مشابه
Recursive methods for estimating multiple missing values of a multivariate stationary process
Existing methods for estimating linearly s future values of a m-variate stationary random process using a record of p vectors from the past consist in first solving the one-step prediction problem and then all the h-step prediction problems for 2 h s independently. When the Levinson algorithm is used, each prediction problem is solved with a numerical complexity proportional to p. In this paper...
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ژورنال
عنوان ژورنال: Asian Journal of Mathematics & Statistics
سال: 2015
ISSN: 1994-5418
DOI: 10.3923/ajms.2016.6.10