scientific article
From MaRDI portal
Publication:3859154
zbMath0424.62067MaRDI QIDQ3859154
E. J. Godolphin, James M. Stone
Publication date: 1980
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
forecastingdynamic linear modelsnonstationary time seriesequivalence theoremsKalman filter algorithmintegrated moving average modelspolynomial-projecting predictor
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Filtering in stochastic control theory (93E11) Prediction theory (aspects of stochastic processes) (60G25)
Related Items (2)
Decomposition of time series models in state-space form ⋮ Feedback quality adjustment with Bayesian state‐space models
This page was built for publication: