Time Series Analysis in 1880: A Discussion of Contributions Made by T.N. Thiele (Q3935333)

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Time Series Analysis in 1880: A Discussion of Contributions Made by T.N. Thiele
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    Time Series Analysis in 1880: A Discussion of Contributions Made by T.N. Thiele (English)
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    1981
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    EM-algorithm
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    restricted maximum likelihood
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    ARIMA
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    incomplete data
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    variance components
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    white noise
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    recursive procedure
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    estimating regression component
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    Brownian motion
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    Kalman filtering
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