Time series prediction functions based on imprecise observations

DOI10.1214/AOS/1176344730zbMath0417.62070OpenAlexW2023926812MaRDI QIDQ755274

Lawrence Peele, George Kimeldorf

Publication date: 1979

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176344730

zbMATH Keywords

spline functionscovariance structureimprecise observationsmean-estimationminimum mean square error unbiased linear predictortime series prediction functions

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Spline approximation (41A15)

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