Estimation of prediction error variance (Q1164947): Difference between revisions
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Property / full work available at URL: https://doi.org/10.1016/0304-4149(82)90005-9 / rank | |||
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Property / OpenAlex ID: W1974344939 / rank | |||
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Property / cites work: Estimation of the Innovation Variance of a Stationary Time Series / rank | |||
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Property / cites work: Q5612941 / rank | |||
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Property / cites work: The Estimation of the Prediction Error Variance / rank | |||
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Property / cites work: Q3843987 / rank | |||
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Latest revision as of 15:55, 13 June 2024
scientific article
Language | Label | Description | Also known as |
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English | Estimation of prediction error variance |
scientific article |
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Estimation of prediction error variance (English)
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1982
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periodogram
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best linear predictor
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stationary time series
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spectral density
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prediction error variance
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