Two classes of covariance matrices giving simple linear forecasts
From MaRDI portal
Publication:4148691
DOI10.1080/03461238.1976.10405932zbMath0369.62073MaRDI QIDQ4148691
Publication date: 1976
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: http://pure.iiasa.ac.at/id/eprint/499/1/RM-75-017.pdf
62J05: Linear regression; mixed models
62P05: Applications of statistics to actuarial sciences and financial mathematics
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