scientific article

zbMath0628.62093MaRDI QIDQ3765083

Tomáš Cipra, I. Motyková

Publication date: 1987

Full work available at URL: https://eudml.org/doc/17569

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

zbMATH Keywords

predictionestimationNumerical simulationsKalman filtermissing observationsARMAmultivariate time series models

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

Uses Software

• AS 154

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