References
- Brockwell , P. J. , Davis , R. A. ( 1991 ). Time Series: Theory and Methods. , 2nd ed . New York : Springer-Verlag .
- Pourahmadi , M. ( 1989 ). Estimation and interpolation of missing values of a stationary time series . J. Time Ser. 10 : 149 – 169 .
- Roy , S. S. , Chakraborty , S. ( 2006 ). Prediction problems related to the first order autoregressive process in the presence of outliers . Applic. Math. 33 : 265 – 274 .
- Wenzel , T. ( 2002 ). Pitman-closeness as a measure to evaluate the quality of forecasts . Commun. Statist. Theor. Meth. 31 : 535 – 550 .