The covariance structure of sequential forecasts obtained by regression analysis (Q1162093)

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The covariance structure of sequential forecasts obtained by regression analysis
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    The covariance structure of sequential forecasts obtained by regression analysis (English)
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    1981
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    regression analysis
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    first-order approximations
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    lead times
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    time series
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    forecast error variances
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    recursive least squares
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    maximum likelihood approach
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