RecordNumber
97
Author
P. Bloomfield
Title of Article
On the error of prediction of a time series
Title Of Journal
Biometrika
Publication Year
1972
Volum
59
Issue Number
3
Page
501-507.
Notes
براي دانلود و مشاهده مقاله به قسمت لينكهاي مرتبط مراجعه نماييد
Abstract
Parametric and nonparametric procedures for the prediction of a time series are discussed. In each case the increase in the mean squared error of prediction, over its minimum level, due to the use of estimated spectra is assessed. The fitting of simple parametric models as approximations is also discussed.
URL
http://biomet.oxfordjournals.org/content/59/3/501.short,/DL/Data Entry/DataEntryForm/EnterDocInfo.aspx,/DL/Data Entry/NewEdit/Documents/Math_English_Electronic_Articles_EditDoc_925.aspx