• 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