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Bibframe Work

Title
Predictions in time series using regression models Predictions in time series using regression models
Type
Text
Language
English
Illustrative Content
illustrations
Classification
LCC: QA280 .S82 2002 (Source: dlc)
DDC: 519.5/5 full (Assigner: dlc)
Identified By
Lccn: 2001048431
Table Of Contents
Machine generated contents note: 1 Hilbert Spaces and Statistics 1
1.1 Hilbert Spaces and Projections1
1.2 Preliminaries from Statistics6
1.3 Estimation of Parameters 12
1.4 Double Least Squares Estimators 24
1.5 Invariant Quadratic Estimators 30
1.6 Unbiased Invariant Estimators 37
2 Random Processes and Time Series 51
2.1 Basic Notions51
2.2 Models for Random Processes53
2.3 Spectral Theory61
2.4 Models for Time Series65
3 Estimation of Time Series Parameters 73
3.1 Introduction73
3.2 Estimation of Mean Value Parameters74
3.3 Estimation of a Covariance Function99
3.4 Maximum Likelihood Estimation118
4 Predictions of Time Series 147
4.1 Introduction147
4.2 Predictions in Linear Models149
4.3 Model Choice and Predictions165
4.4 Predictions in Multivariate Models179
4.5 Predictions in Nonlinear Models189
5 Empirical Predictors 197
5.1 Introduction197
5.2 Properties of Empirical Predictors198
5.3 Numerical Examples208.
Authorized Access Point
Štulajter, František. Predictions in time series using regression models