Predictions in time Series Using Multivariate Regression Models

DOI10.1111/1467-9892.00229zbMATH Open0978.62088OpenAlexW1971964923MaRDI QIDQ2740041

František Štulajter

Publication date: 16 September 2001

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9892.00229

zbMATH Keywords

multivariate regression modelbest linear unbiased predictorsmean squared error of predictors

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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