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
17 February 1999
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