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QUANG PHUC DUONG
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Akaike annual applied approximate assumed assumption asymptotic autocorrelation autoregressive Bayes estimator Bayesian bootstrap Chandler wobble coefficients computed concurrent filter concurrent seasonal adjustment confidence intervals consider consistent estimator covariance covariance matrix criteria data model deconvolution defined denote density derived discussed distribution Econometric Econometric Modelling economic efficiency empirical Bayes equation error example excitation Figure finite flicker noise follows forecasts frequency G. J. Umphrey eds Gaussian geophysical given higher order crossings independent innovation Journal least squares likelihood Mathematical matrix methods model selection moving average MSPE multivariate nonparametric normal observations obtained optimal outlier paper prediction problem procedure properties random revisions ridge regression robustness Root Mean Square sample Section sequence Series Analysis Series and Econometric series models simulation smoothing parameter spectral spectrum stationary stochastic structural subset Table Theorem theory trend Ullah UMSE values variables variance variance-covariance matrix vector Walsh functions white noise wobble zero