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Extrapolatie van tijdreeksen

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  • J. W. E. Vos

Abstract

Extrapolation of time‐series. In this paper only singular stationary stochastic processes are considered, which means that the error variance in predicting the future may be made indefinitely small. From the point of view of the spectral distribution function there are various types of singular processes. Likewise a classification of singular processes may be made by the form of the prediction formula and by the way the prediction error tends to zero. An attempt to find a correspondence between these classifications is made.

Suggested Citation

  • J. W. E. Vos, 1965. "Extrapolatie van tijdreeksen," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 19(4), pages 277-288, December.
    • Handle: RePEc:bla:stanee:v:19:y:1965:i:4:p:277-288
    DOI: 10.1111/j.1467-9574.1965.tb00959.x
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