Publication:3957826
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zbMath0494.62078MaRDI QIDQ3957826
Frank D. J. Dunstan, Siok Y. Barham
Publication date: 1982
EM algorithm; time series; Kalman filter; missing observations; asymptotic results; method of moments; ARMA models; estimation procedures; method of Dunsmuir and Robinson; Monte Carlo comparison of methods
62M20: Inference from stochastic processes and prediction
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M09: Non-Markovian processes: estimation
65C05: Monte Carlo methods
65C99: Probabilistic methods, stochastic differential equations
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