Time series prediction functions based on imprecise observations

DOI10.1214/AOS/1176344730MaRDI QIDQ755274zbMATH OpenOpenAlexFDO

Authors 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

covariance structurespline functionsimprecise observationsmean-estimationminimum mean square error unbiased linear predictortime series prediction functions

Mathematics Subject Classification ID

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

Cited in

(2)

• Vector function estimation using splines
• Approximate regression models and splines

This page was built for publication: Time series prediction functions based on imprecise observations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q755274)