Prediction Variance and Information Worth of Observations in Time Series
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Publication:2744943
DOI10.1111/1467-9892.00191zbMath0974.62074OpenAlexW1999404612MaRDI QIDQ2744943
Ehsan S. Soofi, Mohsen Purahmadi
Publication date: 9 October 2001
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00191
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical aspects of information-theoretic topics (62B10)
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