Automatic selection of a linear predictor through frequency domain cross-validation (Q3768228)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Automatic selection of a linear predictor through frequency domain cross-validation |
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Automatic selection of a linear predictor through frequency domain cross-validation (English)
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1987
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weakly stationary stochastic process
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discrete time
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L-step ahead linear predictor
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approximately unbiased estimator
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mean squared error
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frequency domain cross-validation
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new frequency domain predictor fitting method
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spectral factorization
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