A nonlinear time series model and estimation of missing observations (Q1206609)
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scientific article; zbMATH DE number 150276
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A nonlinear time series model and estimation of missing observations |
scientific article; zbMATH DE number 150276 |
Statements
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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0.93591976
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0.92148316
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0.9192614
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0.9184003
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0.9064544
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