Kalman filter or moving average?
129134
When will a Kalman filter give better results than a simple moving average?
69347
Fitting Methods in Arima
34774
cross-correlation with time lag
12548
Why are MA(q) time series models called "moving averages"?
41489
Why $p(y_n|y_{0:n-1})$ is a constant in Kalman filter derivation?
7605
UMVU estimator for non-linear transformation of a parameter
56025
How to handle incomplete data in Kalman Filter?
153050
Variation of Action with time coordinate variations
108452
When is an "ARIMA process" stationary?
5790
Inertial frames of reference
145177
Averaging correlation values
85142
References on auto-regressive distributed lags (ARDL) model
101341
Variance of an AR and ARMA process derived from lag notation
26550
ARMA/GARCH estimation in sequence
89249
Simulation of KS-test with estimated parameters
129921
Finding the Best linear unbiased estimator of the mean using Lagrange Multiplier
26250
Robust mean estimation with O(1) update efficiency