Forecasting with incomplete data (Q4883443)

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scientific article; zbMATH DE number 895441

Language	Label	Description	Also known as
English	Forecasting with incomplete data	scientific article; zbMATH DE number 895441

Statements

scholarly article

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Forecasting with incomplete data (English)

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zbMATH Open document ID

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10.1080/03610929508831551

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Communications in Statistics - Theory and Methods

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publication date

4 July 1996

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

Kalman filter algorithm

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state space representation

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forecasting

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missing observations

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/03610929508831551

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Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes

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Covariance matrix computation of the state variable of a stationary Gaussian process

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An algorithm for the exact likelihood of a mixed autoregressive-moving average process

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Maximum Likelihood Fitting of ARMA Models to Time Series with Missing Observations

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Some new algorithms for recursive estimation in constant, linear, discrete-time systems

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Sitelinks

Mathematics(1 entry)

mardi Publication:4883443

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