• Corpus ID: 14995778

On recovering missing values in a pathwise setting

@article{Dokuchaev2016OnRM,
  title={On recovering missing values in a pathwise setting},
  author={Nikolai Dokuchaev},
  journal={ArXiv},
  year={2016},
  volume={abs/1604.04967}
}
  • N. Dokuchaev
  • Published 18 April 2016
  • Computer Science, Mathematics
  • ArXiv
The paper suggests a frequency criterion of error-free recoverability of a missing value for sequences, i.e., discrete time processes, in a pathwise setting, without using probabilistic assumptions on the ensemble. This setting targets situations where we deal with a sole sequence that is deemed to be unique and such that we cannot rely on statistics collected from other similar samples. A missing value has to be recovered using the intrinsic properties of this sole sequence. In the paper… 
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