Thiele: Pioneer in Statistics

DOI10.1093/ACPROF:OSO/9780198509721.001.0001zbMATH Open1027.01013OpenAlexW1603229692WikidataQ57394033 ScholiaQ57394033MaRDI QIDQ4793799FDOQ4793799

Authors: Steffen Lauritzen 

Publication date: 16 February 2003

Full work available at URL: https://doi.org/10.1093/acprof:oso/9780198509721.001.0001

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zbMATH Keywords

ARIMAincomplete datavariance componentsKalman filteringBrownian motionwhite noiseEM-algorithmrecursive procedure. estimating regression componentrestricted maximunm likelihood

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Biographies, obituaries, personalia, bibliographies (01A70) History of statistics (62-03) Research exposition (monographs, survey articles) pertaining to history and biography (01-02)

Cited In (9)

• The epic story of maximum likelihood
• An Edgeworth-type expansion for the distribution of a likelihood-based discriminant function
• Karl Pearson and the Scandinavian School of Statistics
• Title not available (Why is that?)
• The Early History of the Cumulants and the Gram‐Charlier Series
• Dispersion models for extremes
• Why Distinguish Between Statistics and Mathematical Statistics–The Case of Swedish Academia
• Cumulants and Bartlett Identities in Cox Regression
• The double Gaussian approximation for high frequency data

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