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MSE of the best linear predictor in nonorthogonal models

In: Mathematica Slovaca, vol. 57, no. 1
František Štulajter
Detaily:
Rok, strany: 2007, 83 - 91
O článku:
The problem of computing the mean squared error (MSE) of the best linear predictor (BLP) in finite discrete spectrum with an additive white noise models (FDSWNMs) for an observed time series is considered. This is done under the assumption that the corresponding vectors in models for finite observation of this time series are not orthogonal.
Ako citovať:
ISO 690:
Štulajter, F. 2007. MSE of the best linear predictor in nonorthogonal models. In Mathematica Slovaca, vol. 57, no.1, pp. 83-91. 0139-9918.

APA:
Štulajter, F. (2007). MSE of the best linear predictor in nonorthogonal models. Mathematica Slovaca, 57(1), 83-91. 0139-9918.