Continuous Time Series Models for Unequally Spaced Data Applied to Modeling Atomic Clocks

DOI10.1137/0908007zbMath0607.62113OpenAlexW2013040567MaRDI QIDQ3746739

Peter V. Tryon, Richard H. Jones

Publication date: 1987

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0908007

zbMATH Keywords

fittingmissing dataKalman filtersmultivariate dataatomic clockscontinuous time autoregressionState space representationscontinuous time series modelsunequally spaced time points

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Survival analysis and censored data (62N99)

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