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Volumn 47, Issue 4, 2000, Pages 351-356

A note on linear combination of predictors

Author keywords

Forecasting; Minimum mean square error linear predictor; Missing observations; Time series

Indexed keywords


EID: 0034179176     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-7152(99)00177-7     Document Type: Article
Times cited : (15)

References (14)
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    • Interpolating missing values in a time series
    • Damsleth E. Interpolating missing values in a time series. Scand. J. Statist. 7:1979;33-39.
    • (1979) Scand. J. Statist. , vol.7 , pp. 33-39
    • Damsleth, E.1
  • 7
    • 38248999276 scopus 로고
    • Combining historical and preliminary information to obtain timely time series data
    • Guerrero V.M. Combining historical and preliminary information to obtain timely time series data. Int. J. Forecasting. 9:1993;477-485.
    • (1993) Int. J. Forecasting , vol.9 , pp. 477-485
    • Guerrero, V.M.1
  • 9
    • 0001858216 scopus 로고
    • Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates
    • Min Ch., Zellner A. Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates. J. Econometrics. 56:1993;89-118.
    • (1993) J. Econometrics , vol.56 , pp. 89-118
    • Min, Ch.1    Zellner, A.2
  • 10
    • 0000209313 scopus 로고
    • Experience with forecasting univariate time series and the combination of forecasts
    • Newbold P., Granger C.W.J. Experience with forecasting univariate time series and the combination of forecasts. J. Roy. Statist. Soc. Ser. A. 137:1974;131-146.
    • (1974) J. Roy. Statist. Soc. Ser. A , vol.137 , pp. 131-146
    • Newbold, P.1    Granger, C.W.J.2
  • 11
    • 0002101407 scopus 로고
    • Una nota sobre la estimacion de datos faltantes en una serie temporal, usando la funcion de autocorrelacion dual
    • Nieto F.H. Una nota sobre la estimacion de datos faltantes en una serie temporal, usando la funcion de autocorrelacion dual. Estadistica. 46:1994;85-103.
    • (1994) Estadistica , vol.46 , pp. 85-103
    • Nieto, F.H.1
  • 12
    • 0002372473 scopus 로고
    • Kalman filter for singular and conditional state space models when the system state and the observational error are correlated
    • Nieto F.H., Guerrero V.M. Kalman filter for singular and conditional state space models when the system state and the observational error are correlated. Statist. Probab. Lett. 22:1995;303-310.
    • (1995) Statist. Probab. Lett. , vol.22 , pp. 303-310
    • Nieto, F.H.1    Guerrero, V.M.2
  • 13
    • 84979340104 scopus 로고
    • To combine or not to combine? Issues of combining forecasts
    • Palm F.C., Zellner A. To combine or not to combine? Issues of combining forecasts. J. Forecasting. 11:1992;687-701.
    • (1992) J. Forecasting , vol.11 , pp. 687-701
    • Palm, F.C.1    Zellner, A.2
  • 14
    • 0043047850 scopus 로고    scopus 로고
    • Combining information in statistical modeling.
    • Peña, D., 1997. Combining information in statistical modeling. Amer. Statist. 51 (2).
    • (1997) Amer. Statist. , vol.51 , Issue.2
    • Peña, D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.