出版社：Dep. of Statistical Sciences "Paolo Fortunati", Università di Bologna
摘要：We define the linear interpolator for a class of discrete-parameter real valued non-stationary time series. We assume that a linear time-invariant filter exists so that the filtered time series is second-order stationary. Methods for estimating the time-invariant weights of the linear interpolator are examined and consistent estimates are derived. The usefulness of the linear interpolator for missing values estimation and multiple outliers detection is discussed.
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