Time Series Analysis in 1880: A Discussion of Contributions Made by T.N. Thiele
Publication:3935333
DOI10.2307/1402616zbMath0477.62079OpenAlexW2066030944WikidataQ55923902 ScholiaQ55923902MaRDI QIDQ3935333
Publication date: 1981
Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1402616
Brownian motionincomplete datarecursive procedurewhite noiseKalman filteringvariance componentsEM-algorithmARIMArestricted maximum likelihoodestimating regression component
Inference from stochastic processes and prediction (62M20) Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05) History of statistics (62-03) History of mathematics in the 19th century (01A55)
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