Estimation and Forecasting of Locally Stationary Processes (Q4687311)
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scientific article; zbMATH DE number 6951823
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and Forecasting of Locally Stationary Processes |
scientific article; zbMATH DE number 6951823 |
Statements
Estimation and Forecasting of Locally Stationary Processes (English)
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11 October 2018
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state space system
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nonstationarity
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time-varying models
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Kalman filter approach
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missing values
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likelihood estimates
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