Time Series Analysis in 1880: A Discussion of Contributions Made by T.N. Thiele
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Publication:3935333
DOI10.2307/1402616zbMath0477.62079WikidataQ55923902 ScholiaQ55923902MaRDI QIDQ3935333
Publication date: 1981
Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1402616
Brownian motion; incomplete data; recursive procedure; white noise; Kalman filtering; variance components; EM-algorithm; ARIMA; restricted maximum likelihood; estimating regression component
62M20: Inference from stochastic processes and prediction
62M09: Non-Markovian processes: estimation
62M05: Markov processes: estimation; hidden Markov models
62-03: History of statistics
01A55: History of mathematics in the 19th century
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