A Unified View of Signal Extraction, Benchmarking, Interpolation and Extrapolation of Time Series

DOI10.1111/j.1751-5823.1998.tb00372.xzbMath0952.62080OpenAlexW2041504588MaRDI QIDQ4231015

Estela Bee Dagum, Zhao-Guo Chen, Pierre A. Cholette

Publication date: 17 February 1999

Published in: International Statistical Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1751-5823.1998.tb00372.x

zbMATH Keywords

interpolationextrapolationbenchmarkinggeneralized least squaressignal extractionheteroscedastic errorsARIMA modelingdynamic stochastic regressionminimum variance linear unbiased

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (2)

Reflections on Fourteen Cryptic Issues Concerning the Nature of Statistical Inference* ⋮ Combining multiple time series predictors: A useful inferential procedure

Cites Work

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• Bench-Marking Time Series with Reliable Bench-Marks
• Signal extraction for finite nonstationary time series
• Benchmarking of Economic Time Series
• Intervention Analysis with Applications to Economic and Environmental Problems
• Best Linear Unbiased Estimation and Prediction under a Selection Model
• A Nonparametric Method for Benchmarking Survey Data via Signal Extraction
• Adjustment of Monthly or Quarterly Series to Annual Totals: An Approach Based on Quadratic Minimization

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