scientific article; zbMATH DE number 5233198
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Publication:5441106
zbMath1139.62045MaRDI QIDQ5441106
Abdelhakim Aknouche, Fayçal Hamdi
Publication date: 7 February 2008
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kalman filterperiodic Riccati difference equationperiodic state-space modelsPARMA likelihood evaluation
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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