Comparison of predictors of time series in orthogonal regression models

zbMATH Open1198.62121MaRDI QIDQ3524331FDOQ3524331

František Štulajter

Publication date: 9 September 2008

zbMATH Keywords

linear regression modelsfinite discrete spectrum modelssquared errors of best linear unbiased predictors

Mathematics Subject Classification ID

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

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