Q3746732 (Q3746732): Difference between revisions
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Revision as of 13:30, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
1986
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estimation
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prediction
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diffuse initial conditions
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maximum likelihood
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transformation invariant likelihood
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non-stationary Gaussian autoregressive integrated moving average (ARIMA) time series
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missing observations
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marginal likelihood
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modified Kalman filter
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mean squared error
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