𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Prediction Variance and Information Worth of Observations in Time Series

✍ Scribed by Mohsen Pourahmadi; E. S. Soofi


Book ID
108549426
Publisher
John Wiley and Sons
Year
2000
Tongue
English
Weight
344 KB
Volume
21
Category
Article
ISSN
0143-9782

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Minimum variance prediction of bilinear
✍ Ewa M. BieliΕ„ska πŸ“‚ Article πŸ“… 1993 πŸ› John Wiley and Sons 🌐 English βš– 685 KB

Bilinear models of time series are considered. Minimum variance predictor for bilinear time series, homogeneous in the input and output, is proposed. Results of minimum variance prediction of bilinear time series are included. They are compared to the results of linear prediction of bilinear time se

Small sample estimation of the variance
✍ Şen, Zekai πŸ“‚ Article πŸ“… 1998 πŸ› John Wiley and Sons 🌐 English βš– 94 KB πŸ‘ 2 views

Estimations of the time-average variance for meteorological time series play a central role in climatic studies. They depend on the finite sample length and the correlation structure of the climatic time series. A general equation for these estimations is derived theoretically for autoregressive int