scientific article; zbMATH DE number 872242

zbMath0851.62059MaRDI QIDQ4875372

Publication date: 29 April 1996

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

linearization nonlinear models Taylor series method likelihood function approximate likelihood FORTRAN routines ARMA model state space representation repeated measurements multivariate models random errors fixed and random effects serially correlated errors medical data autoregression of first order general analysis of variance models Kalman filter recursion

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Signal detection and filtering (aspects of stochastic processes) (60G35) Analysis of variance and covariance (ANOVA) (62J10) Probabilistic methods, stochastic differential equations (65C99)

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