Fixed interval estimation in state space models when some of the data are missing or aggregated (Q3332121)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fixed interval estimation in state space models when some of the data are missing or aggregated |
scientific article |
Statements
Fixed interval estimation in state space models when some of the data are missing or aggregated (English)
0 references
1983
0 references
aggregation
0 references
singular covariance matrix
0 references
Kalman filter
0 references
fixed-interval smoothing algorithm
0 references
interpolation of missing data
0 references
multivariate autoregressive-moving average models
0 references
