Forecast efficiency of systematically sampled time series

DOI10.1080/03610928208828427zbMath0499.62086OpenAlexW2132253059MaRDI QIDQ3965460

Johannes Ledolter, Bovas Abraham

Publication date: 1982

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928208828427

zbMATH Keywords

ARIMA modelsampling intervalforecast efficiency of systematically sampled time series

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Prediction theory (aspects of stochastic processes) (60G25)

Cites Work

• Unnamed Item
• Some consequences of temporal aggregation and systematic sampling for ARMA and ARMAX models
• Predictions of multivariate autoregressive-moving average models

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