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A note on prediction and interpolation errors in time series

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dc.affiliation.dptoUC3M. Departamento de Estadísticaes
dc.contributor.authorGaleano, Pedro
dc.contributor.authorPeña, Daniel
dc.date.accessioned2006-11-09T10:55:52Z
dc.date.available2006-11-09T10:55:52Z
dc.date.issued2004-09
dc.description.abstractIn this note we analyze the relationship between one-step ahead prediction errors and interpolation errors in time series. We obtain an expression of the prediction errors in terms of the interpolation errors and then we show that minimizing the sum of squares of the one step-ahead standardized prediction errors is equivalent to minimizing the sum of squares of standardized interpolation errors.
dc.format.extent364533 bytes
dc.format.mimetypeapplication/pdf
dc.identifier.repecws042710
dc.identifier.urihttps://hdl.handle.net/10016/214
dc.language.isoeng
dc.language.isoeng
dc.relation.ispartofseriesUC3M Working Papers. Statistics and Econometrics
dc.relation.ispartofseries2004-10
dc.rights.accessRightsopen access
dc.subject.ecienciaEstadística
dc.titleA note on prediction and interpolation errors in time series
dc.typeworking paper*
dspace.entity.typePublication
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