Prediction functions and mean-estimation functions for a time series

DOI10.1214/aos/1176343894zbMath0365.62086OpenAlexW2041185251MaRDI QIDQ1241244

Lawrence Peele, George Kimeldorf

Publication date: 1977

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176343894

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Spline approximation (41A15)

Related Items

Vector function estimation using splines ⋮ Interpolation of regression functions in reproducing kernel hubert spaces ⋮ Anzother look at box-jenkins forecasting procedures ⋮ Optimized regression models for time series ⋮ Smoothing Errors ⋮ Characterizations of autoregressive prediction and moving average prediction as discrete-time spline interpolation ⋮ Approximate regression models and splines