论文信息 - Missing Observations: A Simultaneous Approach versus Interpolation by Related Series

Missing Observations: A Simultaneous Approach versus Interpolation by Related Series

The simultaneous estimation of missing obseroations with the parameters of a model is compared to separately interpolating existing data by application of related series to estimate missing obseroations prior to estimation of model param eters. Missing obseroations are simulated on a com plete time series. The basis of the comparison is the deviations between estimates of model param eters when no obseroations are missing and esti mates of the same model parameters when the simulated missing obseroations are estimated. No support for favoring the simultaneous approach over the two-step interpolation approach is found.

Steven G. Lanning | S. Lanning

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