Efficiency of Nonparametric Estimators for Missing Observations of Bilinear Time Series with Gaussian Innovation

Abstract

A time series is defined as data recorded sequentially Since the data are records taken overtime, very common. They may occur as a result lost records, deletion of outliers, calender instruments Being unable to account for missing data has A severe miss-representation of the phenomen overtime, missing observations in time series are result of calender effects and defective measuring has several limitatio