MSE of the best linear predictor in nonorthogonal models

František Štulajter

Mathematica Slovaca (2007)

  • Volume: 57, Issue: 1, page 83-91
  • ISSN: 0232-0525

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Štulajter, František. "MSE of the best linear predictor in nonorthogonal models." Mathematica Slovaca 57.1 (2007): 83-91. <http://eudml.org/doc/31518>.

@article{Štulajter2007,
author = {Štulajter, František},
journal = {Mathematica Slovaca},
keywords = {time series; finite discrete spectrum with an additive white noise model; mean squared error of predictors},
language = {eng},
number = {1},
pages = {83-91},
publisher = {Mathematical Institute of the Slovak Academy of Sciences},
title = {MSE of the best linear predictor in nonorthogonal models},
url = {http://eudml.org/doc/31518},
volume = {57},
year = {2007},
}

TY - JOUR
AU - Štulajter, František
TI - MSE of the best linear predictor in nonorthogonal models
JO - Mathematica Slovaca
PY - 2007
PB - Mathematical Institute of the Slovak Academy of Sciences
VL - 57
IS - 1
SP - 83
EP - 91
LA - eng
KW - time series; finite discrete spectrum with an additive white noise model; mean squared error of predictors
UR - http://eudml.org/doc/31518
ER -

References

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  1. CHRISTENSEN R., Linear Models for Multivariate, Time Series and Spatial Data, Springer-Verlag, New York, 1991. (1991) Zbl0717.62079MR1081535
  2. GOLDBERGER A. S., Best linear unbiased prediction in the generalized linear regression model, J. Amer. Statist. Assoc. 57 (1962), 369-375. (1962) Zbl0124.35502MR0143295
  3. HARVILLE D. A., Matrix Algebra From a Statistician's Perspective, Springer-Verlag, New York, 1997. (1997) Zbl0881.15001MR1467237
  4. PRIESTLEY M. B., Spectral Analysis and Time Series, Academic Press, London, 1981. (1981) Zbl0537.62075
  5. STEIN M. L., Interpolation of Spatial Data. Some Theory for Kriging, Springer-Verlag, New York, 1999. (1999) Zbl0924.62100MR1697409
  6. ŠTULAJTER F., Predictions in Time Series Using Regression Models, Springer-Verlag, New York, 2002. Zbl1011.62102MR1901566
  7. ŠTULAJTER F., The MSE of the BLUP in a finite discrete spectrum LRM, Tatra Mt. Math. Publ. 26 (2003), 125-131. Zbl1154.62372MR2055169

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