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L 1 linear interpolator for missing values in time series

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  • Zudi Lu
  • Y. Hui

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Suggested Citation

  • Zudi Lu & Y. Hui, 2003. "L 1 linear interpolator for missing values in time series," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 55(1), pages 197-216, March.
    • Handle: RePEc:spr:aistmt:v:55:y:2003:i:1:p:197-216
    DOI: 10.1007/BF02530494
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    References listed on IDEAS

    as
    1. Ferreiro, Osvaldo, 1987. "Methodologies for the estimation of missing observations in time series," Statistics & Probability Letters, Elsevier, vol. 5(1), pages 65-69, January.
    2. S. R. Brubacher & G. Tunnicliffe Wilson, 1976. "Interpolating Time Series with Application to the Estimation of Holiday Effects on Electricity Demand," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 25(2), pages 107-116, June.
    3. Gomez, Victor & Maravall, Agustin & Pena, Daniel, 1998. "Missing observations in ARIMA models: Skipping approach versus additive outlier approach," Journal of Econometrics, Elsevier, vol. 88(2), pages 341-363, November.
    Full references (including those not matched with items on IDEAS)

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