Mean squared error of the empirical best linear unbiased predictor in an orthogonal finite discrete spectrum linear regression model

DOI10.1007/s00184-006-0080-9zbMath1433.62270OpenAlexW2029035772MaRDI QIDQ745396

František Štulajter

Publication date: 14 October 2015

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-006-0080-9

zbMATH Keywords

time seriesempirical best linear unbiased predictormean squared error of empirical best linear unbiased predictororthogonal finite discrete spectrum linear regression model

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)

Related Items (2)

Optimal prediction designs in finite discrete spectrum linear regression models ⋮ Natural estimation of variances in a general finite discrete spectrum linear regression model

Cites Work

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• Small Sample Inference for Fixed Effects from Restricted Maximum Likelihood
• Best Linear Unbiased Prediction in the Generalized Linear Regression Model
• The Estimation of the Mean Squared Error of Small-Area Estimators

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