Comparison of predictors of time series in orthogonal regression models

zbMATH Open1198.62121MaRDI QIDQ3524331FDOQ3524331

Authors: František Štulajter 

Publication date: 9 September 2008

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• scientific article; zbMATH DE number 3954082

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)

Cited In (4)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Mean squared error of the empirical best linear unbiased predictor in an orthogonal finite discrete spectrum linear regression model
• MSE of the best linear predictor in nonorthogonal models

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