Influence of Missing Values on the Prediction of a Stationary Time Series
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- Kasahara, Yukio & Pourahmadi, Mohsen & Inoue, Akihiko, 2009. "Duals of random vectors and processes with applications to prediction problems with missing values," Statistics & Probability Letters, Elsevier, vol. 79(14), pages 1637-1646, July.
- Cheng, Raymond, 2015. "Prediction of stationary Gaussian random fields with incomplete quarterplane past," Journal of Multivariate Analysis, Elsevier, vol. 139(C), pages 245-258.
- Palma, Wilfredo & Bondon, Pascal & Tapia, José, 2008. "Assessing influence in Gaussian long-memory models," Computational Statistics & Data Analysis, Elsevier, vol. 52(9), pages 4487-4501, May.
- Kohli, P. & Pourahmadi, M., 2014. "Some prediction problems for stationary random fields with quarter-plane past," Journal of Multivariate Analysis, Elsevier, vol. 127(C), pages 112-125.
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