scientific article

zbMath0425.62078MaRDI QIDQ3860701

Joseph G. Pearlman

Publication date: 1980

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

zbMATH Keywords

time seriesKalman filteringexact likelihood functionautoregressive-moving average process

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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