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Efficiency of nonparametric estimators for missing observations of bilinear time series with gaussian innovations

In this paper, nonparametric methods of artificial neural networks and exponential smoothing are used to estimate missing observations of bilinear time series models which have normally distributed innovations. Bilinear time  series data with normally  distributed innovation was generated for the  m...

Ausführliche Beschreibung

Gespeichert in:
1. Verfasser: Poti Abaja Owili
Format: Artigo
Sprache:Inglês
Veröffentlicht: Moroccan Association for Applied Science and Innovation 2022-12-01
Schriftenreihe:Moroccan Journal of Quantitative and Qualitative Research
Schlagworte:
Missing observations
ANN
Exponential smoothing
MSE
Online-Zugang:https://revues.imist.ma/index.php/MJQR/article/view/30604
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