A Unified View of Signal Extraction, Benchmarking, Interpolation and Extrapolation of Time Series (Q4231015)

From MaRDI portal
scientific article; zbMATH DE number 1251545
Language Label Description Also known as
English
A Unified View of Signal Extraction, Benchmarking, Interpolation and Extrapolation of Time Series
scientific article; zbMATH DE number 1251545

    Statements

    A Unified View of Signal Extraction, Benchmarking, Interpolation and Extrapolation of Time Series (English)
    0 references
    0 references
    0 references
    0 references
    17 February 1999
    0 references
    0 references
    signal extraction
    0 references
    benchmarking
    0 references
    interpolation
    0 references
    extrapolation
    0 references
    ARIMA modeling
    0 references
    heteroscedastic errors
    0 references
    dynamic stochastic regression
    0 references
    generalized least squares
    0 references
    minimum variance linear unbiased
    0 references
    0 references