scientific article; zbMATH DE number 4145194

MaRDI QIDQ3476165zbMATH OpenFDO

Authors Tomáš Cipra

Publication date 1989

zbMATH Keywords

direct smoothingestimationexponential smoothingirregular time intervalsKalman filterL1-normpredictionrecursive methodsrobust smoothingtime series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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