Publication:3336518

zbMath0546.62038MaRDI QIDQ3336518

Danny Pfeffermann

Publication date: 1984

zbMATH Keywords

best linear unbiased prediction; Gauss-Markov theorem; Kalman filter models; stochastic regression coefficients; optimal prediction of coefficients of unobserved relations; stationary models

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62J05: Linear regression; mixed models

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