scientific article; zbMATH DE number 3806790
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Publication:4749055
zbMath0511.62105MaRDI QIDQ4749055
Publication date: 1981
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kalman filtermissing observationstime series analysisstate space formulationaggregated observationsestimation of regression models with time-varying parametersestimation of unobserved components modelsmodelling of data revisions
Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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