Estimation of the interpolation error variance and an index of linear determinism (Q3773127)

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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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