Pages that link to "Item:Q4376041"

The following pages link to Estimation and Prediction for a Class of Dynamic Nonlinear Statistical Models (Q4376041):

Displaying 24 items.

• The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics (Q299212) (← links)
• Multiple seasonal cycles forecasting model: the Italian electricity demand (Q897854) (← links)
• Forecasting time series with multiple seasonal patterns (Q930958) (← links)
• Unobserved component models with asymmetric conditional variances (Q959303) (← links)
• SIOPRED: a prediction and optimisation integrated system for demand (Q1001359) (← links)
• Multivariate exponential smoothing: a Bayesian forecast approach based on simulation (Q1005220) (← links)
• A decision support system methodology for forecasting of time series based on soft computing (Q1010354) (← links)
• The admissible parameter space for exponential smoothing models (Q1019454) (← links)
• Forecasting time series with missing data using Holt's model (Q1022012) (← links)
• Dynamic seasonality in time series (Q1615231) (← links)
• Optimal signal extraction with correlated components (Q1695657) (← links)
• Forecasting sales of slow and fast moving inventories (Q1848578) (← links)
• Exponential smoothing models: means and variances for lead-time demand (Q1876141) (← links)
• Single source of error state space approach to the Beveridge Nelson decomposition (Q1929082) (← links)
• Initial conditions estimation for improving forecast accuracy in exponential smoothing (Q1939086) (← links)
• EXPONENTIAL SMOOTHING AND NON-NEGATIVE DATA (Q2810399) (← links)
• The vector innovations structural time series framework (Q4970589) (← links)
• A Multivariate GARCH Model Incorporating the Direct and Indirect Transmission of Shocks (Q5080547) (← links)
• Holt–Winters Forecasting: An Alternative Formulation Applied to UK Air Passenger Data (Q5123343) (← links)
• Single and multiple error state-space models for signal extraction (Q5220774) (← links)
• Empirical information criteria for time series forecasting model selection (Q5711984) (← links)
• Dynamic structural models with covariates for short-term forecasting of time series with complex seasonal patterns (Q5861566) (← links)
• Forecasting Unemployment Using Internet Search Data via PRISM (Q5881953) (← links)
• Complex exponential smoothing (Q6078602) (← links)