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On multistep prediction error methods for time series models
Petre Stoica
, Arye Nehorai
Department of Electrical & Systems Engineering
Roy and Diana Vagelos Division of Biology & Biomedical Sciences (DBBS)
DBBS - Computational and Systems Biology
DBBS - Neurosciences
DBBS - Biomedical Informatics and Data Science
Research output
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Contribution to journal
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Article
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peer-review
23
Scopus citations
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Keyphrases
Prediction Error
100%
Time Series Model
100%
Multi-step Prediction
100%
Estimation Method
50%
Prediction Error Estimation
50%
Monte Carlo Simulation Study
25%
Linear Time Series Model
25%
Mathematics
Time Series Model
100%
Prediction Error
100%
Estimation Method
50%
Simulation Study
25%
Linear Time Series
25%
Monte Carlo Method
25%