Interpolating Time Series with Application to the Estimation of Holiday Effects on Electricity Demand
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DOI: 10.2307/2346678
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Citations
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- Luis J. Alvarez & Juan C. Delrieu & Antoni Espasa, 1992.
"Aproximación lineal por tramos a comportamientos no lineales : estimación de señales de nivel y crecimiento,"
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9226, Banco de España.
- Álvarez, Luis J. & Delrieu, Juan C., 1992. "Aproximación lineal por tramos a comportamientos no lineales: estimación de señales de nivel y crecimiento," DES - Documentos de Trabajo. EstadÃstica y EconometrÃa. DS 2940, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Gómez, Víctor & Maravall, Agustín, 1993. "Computing missing values in time series," DES - Working Papers. Statistics and Econometrics. WS 3737, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Pascal Bondon, 2005. "Influence of Missing Values on the Prediction of a Stationary Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(4), pages 519-525, July.
- Cheng, R. & Pourahmadi, M., 1997. "Prediction with incomplete past and interpolation of missing values," Statistics & Probability Letters, Elsevier, vol. 33(4), pages 341-346, May.
- Gómez, Víctor & Maravall, Agustín, 1997. "Missing observations in ARIMA models: skipping strategy versus additive outlier approach," DES - Working Papers. Statistics and Econometrics. WS 10576, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Comincioli, Nicola & Vergalli, Sergio, 2020.
"Effects of Carbon Tax on Electricity Price Volatility: Empirical Evidences from the Australian Market,"
2030 Agenda
305205, Fondazione Eni Enrico Mattei (FEEM).
- Nicola Comincioli & Sergio Vergalli, 2020. "Effects of Carbon Tax on Electricity Price Volatility: Empirical Evidences from the Australian Market," Working Papers 2020.02, Fondazione Eni Enrico Mattei.
- Delicado, Pedro, 1995. "Predicción con datos faltantes: aplicación a un caso real," DES - Documentos de Trabajo. EstadÃstica y EconometrÃa. DS 3583, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Zudi Lu & Y. Hui, 2003. "L 1 linear interpolator for missing values in time series," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 55(1), pages 197-216, March.
- Maravall, Agustín, 1992.
"Missing observations and additive outliers in time series models,"
UC3M Working papers. Economics
2888, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Agustín Maravall & Daniel Peña, 1996. "Missing Observations and Additive Outliers in Time Series Models," Working Papers 9612, Banco de España.
- Pedro Delicado & Ana Justel, 1997. "Forecasting with missing data: Application to a real case," Economics Working Papers 213, Department of Economics and Business, Universitat Pompeu Fabra.
- Kasahara, Yukio & Pourahmadi, Mohsen & Inoue, Akihiko, 2009. "Duals of random vectors and processes with applications to prediction problems with missing values," Statistics & Probability Letters, Elsevier, vol. 79(14), pages 1637-1646, July.
- Guerrero, Víctor M., 1995.
"Linear combination of information in time series analysis,"
DES - Working Papers. Statistics and Econometrics. WS
10340, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Victor M. Guerrero & Daniel Peña, 1995. "Linear Combination of Information in Time Series Analysis," Working Papers 9507, Centro de Investigacion Economica, ITAM.
- Alonso, Andres M. & Sipols, Ana E., 2008. "A time series bootstrap procedure for interpolation intervals," Computational Statistics & Data Analysis, Elsevier, vol. 52(4), pages 1792-1805, January.
- Justel, Ana & Sánchez, María Jesús, 1994. "Grupos atípicos en modelos econométricos," DES - Documentos de Trabajo. EstadÃstica y EconometrÃa. DS 10755, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Gomez, Victor & Maravall, Agustin & Pena, Daniel, 1998. "Missing observations in ARIMA models: Skipping approach versus additive outlier approach," Journal of Econometrics, Elsevier, vol. 88(2), pages 341-363, November.
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