On an explicit formula in linear least squares prediction
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Publication:3249293
DOI10.7146/MATH.SCAND.A-10503zbMATH Open0081.13601OpenAlexW2530472005WikidataQ100559515 ScholiaQ100559515MaRDI QIDQ3249293FDOQ3249293
Publication date: 1957
Published in: MATHEMATICA SCANDINAVICA (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/165666
Cited In (11)
- Portmanteau tests for periodic ARMA models with dependent errors
- Estimating FARIMA models with uncorrelated but non-independent error terms
- COMPONENTS OF PREDICTION ERRORS FOR A STATIONARY PROCESS WITH ESTIMATED PARAMETERS
- On the angle between past and future for multivariate stationary stochastic processes
- Estimating weak periodic vector autoregressive time series
- The prediction theory of multivariate stochastic processes. III: Unbounded spectral densities
- A matricial extension of the Helson-Szegö theorem and its application in multivariate prediction
- Wold decomposition, prediction and parameterization of stationary processes with infinite variance
- TIME SERIES RESIDUALS WITH APPLICATION TO PROBABILITY DENSITY ESTIMATION
- Banach algebra methods in prediction theory
- Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms
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