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한국통계학회 논문집 = Communications of the Korean Statistical Society, v.17 no.2, 2010년, pp.263 - 273
이성덕 (충북대학교 정보통계학과) , 김덕기 (충북대학교 정보통계학과)
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Missing values in time series can be treated as unknown parameters and estimated by maximum likelihood or as random variables and predicted by the conditional expectation of the unknown values given the data. The purpose of this study is to impute missing values which are regarded as the maximum lik...
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