The covariance structure of sequential forecasts obtained by regression analysis (Q1162093)
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scientific article; zbMATH DE number 3753904
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The covariance structure of sequential forecasts obtained by regression analysis |
scientific article; zbMATH DE number 3753904 |
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The covariance structure of sequential forecasts obtained by regression analysis (English)
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1981
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regression analysis
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first-order approximations
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lead times
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time series
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forecast error variances
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recursive least squares
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maximum likelihood approach
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