Estimation of the interpolation error variance and an index of linear determinism (Q3773127): Difference between revisions
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scientific article
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English | Estimation of the interpolation error variance and an index of linear determinism |
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Estimation of the interpolation error variance and an index of linear determinism (English)
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1987
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index of linear determinism
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autoregressive estimators
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bilateral autoregressive process
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conditional autoregressive process
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outlier detection
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simultaneous autoregressive process
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time series
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stationary process
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absolutely summable covariance function
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nonvanishing spectral density
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minimum squared error linear interpolator
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interpolation error
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inverse covariance function
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window estimators
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finite sample behaviour
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simulation study
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