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Optimal linear interpolation of multiple missing values |
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| Authors: | McElroy Tucker S Politis Dimitris N |
| Institution: | 1.Research and Methodology Directorate, U.S. Census Bureau, 4600 Silver Hill Road, Washington, DC, 20233-9100, USA ;2.Department of Mathematics and Halicioglu Data Science Institute, University of California, San Diego, La Jolla, CA, 92093-0112, USA ; |
| Abstract: | Statistical Inference for Stochastic Processes - The problem of linear interpolation in the context of a multivariate time series having multiple (possibly non-consecutive) missing values is... |
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