Thiele: Pioneer in Statistics (Q4793799)
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scientific article; zbMATH DE number 1868638
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Thiele: Pioneer in Statistics |
scientific article; zbMATH DE number 1868638 |
Statements
Thiele: Pioneer in Statistics (English)
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16 February 2003
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EM-algorithm
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restricted maximunm 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. estimating regression component
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Brownian motion
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Kalman filtering
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