AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
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Publication:62650
DOI10.1111/j.1467-9892.1982.tb00349.xzbMath0502.62085OpenAlexW1963718895WikidataQ100377204 ScholiaQ100377204MaRDI QIDQ62650
D. S. Stoffer, R. H. Shumway, David S. Stoffer, Robert H. Shumway
Publication date: July 1982
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1982.tb00349.x
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Filtering in stochastic control theory (93E11)
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