期刊
JOURNAL OF TIME SERIES ANALYSIS
卷 26, 期 4, 页码 519-525出版社
BLACKWELL PUBL LTD
DOI: 10.1111/j.1467-9892.2005.00433.x
关键词
prediction theory; missing value problems; asymptotic behaviour; long-memory
The influence of missing observations on the linear prediction of a stationary time series is investigated. Simple bounds for the prediction error variance and asymptotic behaviours for short and long-memory processes respectively are presented.
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