Time Series Analysis in 1880: A Discussion of Contributions Made by T.N. Thiele (Q3935333)
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scientific article; zbMATH DE number 3750133
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| English | Time Series Analysis in 1880: A Discussion of Contributions Made by T.N. Thiele |
scientific article; zbMATH DE number 3750133 |
Statements
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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