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Peele, Lawrence; Kimeldorf, George

Time series prediction functions based on imprecise observations. (English) Zbl 0417.62070

Ann. Stat. 7, 801-811 (1979).
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Cited in 2 Documents

MSC:

62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M20 Inference from stochastic processes and prediction
41A15 Spline approximation

Keywords:

time series prediction functions; imprecise observations; minimum mean square error unbiased linear predictor; mean-estimation; covariance structure; spline functions
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