INITIALIZING THE KALMAN FILTER FOR NONSTATIONARY TIME SERIES MODELS (Q3985815): Difference between revisions

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+Covariance matrix computation of the state variable of a stationary Gaussian process
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+Estimation, filtering, and smoothing in state space models with incompletely specified initial conditions
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+A structured state space approach to computing the likelihood of an ARIMA process and its derivatives
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+The likelihood for a state space model
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+Q3900875
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+Maximum Likelihood Fitting of ARMA Models to Time Series with Missing Observations
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+A NONSTATIONARY TIME SERIES MODEL AND ITS FITTING BY A RECURSIVE FILTER
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+Estimation, Prediction, and Interpolation for ARIMA Models with Missing Data
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+Signal extraction for finite nonstationary time series
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