On Efficient Point Prediction Systems

DOI10.1111/1467-9868.00153MaRDI QIDQ4214255zbMATH OpenOpenAlexFDO

Authors

Publication date 8 April 1999

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9868.00153

zbMATH Keywords

time seriesefficiencystochastic regressionpredictive inferenceoptimal predictorsprequential inferencepoint prediction systems

Mathematics Subject Classification ID

Bayesian inference (62F15) Inference from stochastic processes and prediction (62M20)

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