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Publication:3223758
zbMath0558.62082MaRDI QIDQ3223758
Robert B. Miller, Osvaldo Ferreiro
Publication date: 1984
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
numerical resultstime seriesconditional expectationmissing observationsleast squares estimatorsminimum mean squared error estimatorPEM algorithmestimation errors
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes (62M99)
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