Predictions in time series using multivariate regression models

DOI10.1111/1467-9892.00229MaRDI QIDQ2740041zbMATH OpenOpenAlexFDO

Authors František Štulajter

Publication date 16 September 2001

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9892.00229

zbMATH Keywords

best linear unbiased predictorsmean squared error of predictorsmultivariate regression model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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