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Revision as of 14:48, 17 May 2024

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