scientific article; zbMATH DE number 3945186

MaRDI QIDQ3716145zbMATH OpenFDO

Authors David S. Stoffer

Publication date 1985

zbMATH Keywords

EM algorithmfittingGaussianKalman smoothermissing or incomplete dataparametrizationserially independentspace-time ARMAX modelStarmaxtime lag effects

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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