A note on prediction and interpolation errors in time series

e-Archivo Repository

Show simple item record

dc.contributor.author Galeano, Pedro
dc.contributor.author Peña, Daniel
dc.date.accessioned 2006-11-09T10:55:52Z
dc.date.available 2006-11-09T10:55:52Z
dc.date.issued 2004-09
dc.identifier.uri http://hdl.handle.net/10016/214
dc.description.abstract In 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.extent 364533 bytes
dc.format.mimetype application/pdf
dc.language.iso eng
dc.language.iso eng
dc.relation.ispartofseries UC3M Working Papers. Statistics and Econometrics
dc.relation.ispartofseries 2004-10
dc.title A note on prediction and interpolation errors in time series
dc.type workingPaper
dc.subject.eciencia Estadística
dc.rights.accessRights openAccess
dc.identifier.repec ws042710
 Find Full text

Files in this item

*Click on file's image for preview. (Embargoed files's preview is not supported)


This item appears in the following Collection(s)

Show simple item record