Completing the missing data in markov symmetric stable time series |
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| Authors: | S N Moiseev |
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| Institution: | (1) Department of Statistics and Insurance Science, University of Piraeus, 18534 Piraeus, Greece;(2) Department of Mathematics, University of Ioannina, 45110 Ioannina, Greece;(3) Department of Social Administration, Democritus University of Thrace, 69100 Komotini, Greece |
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| Abstract: | Optimal algorithms for completing the missing data in Markov symmetric stable time series are proposed. We consider the cases
where the data missing is caused by either a mechanism that is independent of the series values or a random censoring from
below. The completing does not distort the probability properties of the series.
Voronezh State University, Voronezh, Russia. Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Radiofizika, Vol. 43,
No. 4, pp. 365–368, April. 2000. |
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