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Comparison of Two Estimation Methods of Missing Values Using Pitman-Closeness Criterion |
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| Authors: | Abdelghani Hamaz |
| Institution: | Department of Mathematics , University Mouloud Mammeri , Tizi-Ouzou, Algeria |
| Abstract: | In this article, a proof is given that the linear interpolator is Pitman-closer than the linear predictor with respect to a missing value of a stationary first-order autoregressive process. |
| Keywords: | Autoregressive model Missing value Pitman-closeness |