Is the prediction error of a regression model white?

DOI10.1016/0016-0032(83)90075-3zbMath0515.62089OpenAlexW2081300246MaRDI QIDQ1052027

Bittanti, Sergio

Publication date: 1983

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0016-0032(83)90075-3

zbMATH Keywords

whiteness of prediction errors

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Linear regression; mixed models (62J05)

Related Items (1)

Stochastic identification and digital control of a heat exchanger: a simulation test case

Cites Work

• Dynamic system identification. Experiment design and data analysis
• The Kalman filter
• Stationary linear and nonlinear system identification and predictor set completeness
• A Delicate Law of the Iterated Logarithm for Non-Decreasing Stable Processes
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