| Titre : | Linear autoregression for prediction : small sample inference |
| Auteurs : | X. De Luna ; ECOLE POLYTECHNIQUE FEDERALE DE LAUSANNE |
| Type de document : | rapport |
| Année de publication : | 1993 |
| Format : | 12 p. |
| Note générale : | Sigle : EPFL |
| Langues : | = Anglais |
| Catégories : | |
| Mots-clés : | REGRESSION LINEAIRE ; METHODOLOGIE |
| Résumé : | This paper describes inferences based on linear predictors for stationary time series. These methods are flexible, since relatively few assumptions are needed to fit a linear predictor. A confidence interval for the resulting predicted value, which takes account of the variance of the estimated parameters, is discussed. |
| Source : | Technical report 93.4 |
Exemplaires (1)
| Centre | Localisation | Section | Cote | Statut | Disponibilité |
|---|---|---|---|---|---|
| Jouy-en-Josas Antony | Antony | Rapports | PALAGOS B./K8409 | Empruntable | Disponible pour le prêt |
