Thiele: Pioneer in Statistics

DOI10.1093/acprof:oso/9780198509721.001.0001zbMath1027.01013OpenAlexW1603229692WikidataQ57394033 ScholiaQ57394033MaRDI QIDQ4793799

Steffen L. Lauritzen

Publication date: 16 February 2003

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

zbMATH Keywords

Brownian motionincomplete datawhite noiseKalman filteringvariance componentsEM-algorithmARIMArecursive 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)

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The Double Gaussian Approximation for High Frequency Data ⋮ Why Distinguish Between Statistics and Mathematical Statistics–The Case of Swedish Academia ⋮ Cumulants and Bartlett Identities in Cox Regression ⋮ An Edgeworth-type expansion for the distribution of a likelihood-based discriminant function ⋮ The epic story of maximum likelihood ⋮ Dispersion models for extremes

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