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zbMath0554.62072MaRDI QIDQ3217475

Craig F. Ansley, Robert Kohn

Publication date: 1984

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

algorithm maximum likelihood estimation missing data modification of the Kalman filter nonstationary ARIMA model State space representations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

Uses Software

AS 154

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