A nonlinear time series model and estimation of missing observations (Q1206609): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Set OpenAlex properties.
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time series: theory and methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3678468 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Methodologies for the estimation of missing observations in time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: The foundations of finite sample estimation in stochastic processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4120006 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3223758 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Random coefficient autoregressive models: an introduction / rank
 
Normal rank
Property / cites work
 
Property / cites work: STATE-DEPENDENT MODELS: A GENERAL APPROACH TO NON-LINEAR TIME SERIES ANALYSIS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditionally gaussian distributions and an application to kalman filtering with stochastic regressors / rank
 
Normal rank
Property / cites work
 
Property / cites work: ESTIMATION FOR NON-LINEAR TIME SERIES MODELS USING ESTIMATING EQUATIONS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation in nonlinear time series models / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/bf00053368 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2046895501 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 11:10, 30 July 2024

scientific article
Language Label Description Also known as
English
A nonlinear time series model and estimation of missing observations
scientific article

    Statements

    A nonlinear time series model and estimation of missing observations (English)
    0 references
    0 references
    0 references
    1 April 1993
    0 references
    autoregressive conditionally heteroscedastic model
    0 references
    Kalman filter
    0 references
    robustness
    0 references
    ARCH-models
    0 references
    nonlinear time series model
    0 references
    estimating missing observations
    0 references
    prediction
    0 references
    fixed point smoothing algorithms
    0 references
    linear time series model
    0 references
    optimal estimates
    0 references
    estimating equation theory
    0 references

    Identifiers