MSE of the best linear predictor in nonorthogonal models

✍ Scribed by František Štulajter

• Book ID: 111492894
• Publisher: SP Versita
• Year: 2007
• Tongue: English
• Weight: 145 KB
• Volume: 57
• Category: Article
• ISSN: 0139-9918
• DOI: 10.2478/s12175-007-0015-6

✦ Synopsis

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 observation of this time series are not orthogonal.