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

František Štulajter ()

Metrika: International Journal for Theoretical and Applied Statistics, 2007, vol. 65, issue 3, 348 pages

Keywords: Time series; Orthogonal finite discrete spectrum linear regression model; Empirical best linear unbiased predictor; Mean squared error of empirical best linear unbiased predictor (search for similar items in EconPapers)
Date: 2007
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DOI: 10.1007/s00184-006-0080-9

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