scientific article; zbMATH DE number 3928145

MaRDI QIDQ3702334zbMATH OpenFDO

Authors Richard H. Jones

Publication date 1986

zbMATH Keywords

continuous-time autoregressioncorrelated errorsdiscrete- time ARMA processexact likelihoodKalman filtermissing observationsnon-linear optimizationstate-space representationstationary errorsunequally spaced data

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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• Time series analysis of irregularly observed data. Proceedings of a Symposium held at Texas A \& M University, College Station/Texas, February 10--13, 1983

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