Estimation of prediction error variance (Q1164947): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/0304-4149(82)90005-9 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1974344939 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Estimation of the Innovation Variance of a Stationary Time Series / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q5612941 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The Estimation of the Prediction Error Variance / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3843987 / rank | |||
Normal rank | |||
Latest revision as of 15:55, 13 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of prediction error variance |
scientific article |
Statements
Estimation of prediction error variance (English)
0 references
1982
0 references
periodogram
0 references
best linear predictor
0 references
stationary time series
0 references
spectral density
0 references
prediction error variance
0 references
