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

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scientific article; zbMATH DE number 1251545
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A Unified View of Signal Extraction, Benchmarking, Interpolation and Extrapolation of Time Series
scientific article; zbMATH DE number 1251545

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