Comparison of predictors of time series in orthogonal regression models

MaRDI QIDQ3524331zbMATH OpenFDO

Authors 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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Cited in

(4)

• scientific article; zbMATH DE number 2172876 (Why is no real title available?)
• Mean squared error of the empirical best linear unbiased predictor in an orthogonal finite discrete spectrum linear regression model
• scientific article; zbMATH DE number 3866432 (Why is no real title available?)
• MSE of the best linear predictor in nonorthogonal models

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