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MSE of the best linear predictor in nonorthogonal models

✍ Scribed by František Štulajter

Book ID
111492893
Publisher
SP Versita
Year
2007
Tongue
English
Weight
145 KB
Volume
57
Category
Article
ISSN
0139-9918

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MSE of the best linear predictor in nono
MSE of the best linear predictor in nonorthogonal models
✍ František Štulajter 📂 Article 📅 2007 🏛 SP Versita 🌐 English ⚖ 145 KB

The problem of computing the mean squared error (MSE) of the best linear predictor (BLP) in finite discrete spectrum with an additive white noise models(FDSWNMs) for an observed time series is considered. This is done under the assumption that the corresponding vectors in models for finite observati