Prediction functions and mean-estimation functions for a time series

DOI10.1214/AOS/1176343894MaRDI QIDQ1241244zbMATH OpenOpenAlexFDO

Authors Lawrence Peele, George Kimeldorf

Publication date 1977

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176343894

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Spline approximation (41A15)

Cited in

(7)

• Vector function estimation using splines
• Interpolation of regression functions in reproducing kernel hubert spaces
• Smoothing Errors
• Characterizations of autoregressive prediction and moving average prediction as discrete-time spline interpolation
• Anzother look at box-jenkins forecasting procedures
• Approximate regression models and splines
• Optimized regression models for time series

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