A note on linear combination of predictors

DOI10.1016/S0167-7152(99)00177-7zbMath0974.62087MaRDI QIDQ1977633

Edilberto Ruiz, Fabio H. Nieto

Publication date: 16 December 2001

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

missing observationsforecastingtime-seriesminimum-mean-square-error linear predictor

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

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Cites Work

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• Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates
• Estimation, control, and the discrete Kalman filter
• Time series: theory and methods.
• Kalman filter for singular and conditional state-space models when the system state and the observational error are correlated

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