Linear combination of information in time series analysis

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dc.contributor.author Guerrero, Víctor M.
dc.contributor.author Peña, Daniel
dc.contributor.editor Universidad Carlos III de Madrid. Departamento de Estadística
dc.date.accessioned 2011-02-23T14:28:19Z
dc.date.available 2011-02-23T14:28:19Z
dc.date.issued 1995-11
dc.identifier.uri http://hdl.handle.net/10016/10340
dc.description.abstract An important tool in time series analysis is that of combining information in an optimal manner. Here we establish a basic combining rule of linear estimators and exemplify its use with several different problems faced by a time series analyst. A compatibility test statistic is also provided as a companion of the combining rule. This statistic plays a fundamental role for obtaining sensible results from the combination and for pointing out sorne possibly new directions of analysis.
dc.format.mimetype application/octet-stream
dc.format.mimetype application/octet-stream
dc.format.mimetype application/pdf
dc.language.iso eng
dc.relation.ispartofseries UC3M Working papers. Statistics and Econometrics
dc.relation.ispartofseries 95-52
dc.rights Atribución-NoComercial-SinDerivadas 3.0 España
dc.rights.uri http://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subject.other Compatibility testing
dc.subject.other Disaggregation
dc.subject.other Intervention analysis
dc.subject.other Missing data
dc.subject.other Outliers
dc.subject.other Restricted forecasts
dc.title Linear combination of information in time series analysis
dc.type workingPaper
dc.subject.eciencia Estadística
dc.rights.accessRights openAccess
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