MONTE-CARLO COMPARISON OF REGRESSION METHOD AND SPECTRAL METHODS OF PREDICTION

被引：18

作者：

BHANSALI, RJ ^{[1
]}

机构：

[1] UNIV LIVERPOOL, DEPT COMP & STATISTICAL SCI, LIVERPOOL L69 3BX, ENGLAND

来源：

关键词：

D O I：

10.2307/2284789

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：621 / 625

页数：5

共 22 条

[1] FITTING AUTOREGRESSIVE MODELS FOR PREDICTION [J].

AKAIKE, H .

[2]

BHANSALI RJ, 1971, THESIS U LONDON

[3]

BHANSALI RJ, 1974, J ROYAL STATISTICI B, V36

[4]

BHANSALI RJ, TO BE PUBLISHED

[5] A NOTE ON THE GENERATION OF RANDOM NORMAL DEVIATES [J].

BOX, GEP ;

MULLER, ME .

ANNALS OF MATHEMATICAL STATISTICS, 1958, 29 (02) :610-611

[6]

COCHRAN WG, 1937, J ROYAL STATISTICA 1, VC

[7] EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS [J].

DURBIN, J .

[8]

Durbin J., 1960, ECONOMETRICA, V28, P233, DOI 10.2307/1401322

[9]

GENTLEMAN W, 1967, 1966 FALL JOINT COMP, V28, P563

[10] GENERAL CONSIDERATIONS IN ANALYSIS OF SPECTRA [J].

JENKINS, GM .