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zbMath0658.62105MaRDI QIDQ3806626

Tomáš Cipra

Publication date: 1988

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

zbMATH Keywords

time series Kalman filter missing observations exponential smoothing Recursive procedures Bayesian forecasting Box-Jenkins methodology linear recursive estimators

Mathematics Subject Classification ID

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

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