L 1 linear interpolator for missing values in time series

Zudi Lu and Y. Hui ()

Annals of the Institute of Statistical Mathematics, 2003, vol. 55, issue 1, 197-216

Keywords: Autoregressive process; innovation departure; linear interpolation; minimum mean absolute error; missing values (search for similar items in EconPapers)
Date: 2003
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DOI: 10.1007/BF02530494

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