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
β¦ LIBER β¦
Prediction Variance and Information Worth of Observations in Time Series
β 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
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