The Simulation of the Trend of the Time Series in the form of the Spline of Third-Order With a Random Number of Data at the Moments of Measurement

摘要

The possibility of simulation of trend of a time series as a spline of third-order with a random number of data at the moments of measurement is discussed. Estimations of coefficients of the spline are obtained in the explicit form. The statistical characteristics of the received estimations are studied in details.