Duals of random vectors and processes with applications to prediction problems with missing values
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- Mohsen Pourahmadi & E. S. Soofi, 2000. "Prediction Variance and Information Worth of Observations in Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 21(4), pages 413-434, July.
- 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.
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- Mohsen Pourahmadi, 1989. "Estimation And Interpolation Of Missing Values Of A Stationary Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 10(2), pages 149-169, March.
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- Kohli, P. & Pourahmadi, M., 2014. "Some prediction problems for stationary random fields with quarter-plane past," Journal of Multivariate Analysis, Elsevier, vol. 127(C), pages 112-125.
- Alessandra Luati & Tommaso Proietti & Marco Reale, 2012.
"The Variance Profile,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 107(498), pages 607-621, June.
- Luati, Alessandra & Proietti, Tommaso & Reale, Marco, 2011. "The Variance Profile," MPRA Paper 30378, University Library of Munich, Germany.
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