On the error of prediction of a time series

DOI10.1093/biomet/59.3.501zbMath0263.62053OpenAlexW2172208260MaRDI QIDQ5679560

Peter Bloomfield

Publication date: 1972

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/59.3.501

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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