The efficiency of dynamic linear model estimators applied to a linearly aggregated time series

DOI10.1080/03610929008830188zbMATH Open0900.62459OpenAlexW2051227245MaRDI QIDQ3135366FDOQ3135366

William M. Bolstad

Publication date: 17 October 1993

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929008830188

Mathematics Subject Classification ID

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

Cites Work

• When is an aggregate of a time series efficiently forecast by its past?

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