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INNOVATION VARIANCE [1 record]

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Record 1 1991-11-08

English

Subject field(s)
  • Statistics
OBS

"Comparing models ... gives some indication of the sensitivity of the signal model to changes in 02c, the innovation variance of the sampling error model ...", Survey Methodology, 16-2, Bell & Hillmer, section 5.3) innovations = the one step ahead prediction errors.

French

Domaine(s)
  • Statistique
OBS

(une étape à l'avance).

OBS

"innovations" se rend par "résidus" (source : Statistique Canada, publication n° 12-564).

Spanish

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