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zbMath0556.62072MaRDI QIDQ3219624

Shin Tanimoto, Yasuyuki Toyooka

Publication date: 1983

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

prediction error linear model generalized least squares estimator best linear unbiased predictor prediction mean squared error one step ahead predictor stationary ergodic first-order autoregressive process

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

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