Robustness of maximum likelihood estimates for multi-step predictions: The exponential smoothing case (Q4280032): Difference between revisions
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Latest revision as of 14:48, 29 December 2024
scientific article; zbMATH DE number 508645
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robustness of maximum likelihood estimates for multi-step predictions: The exponential smoothing case |
scientific article; zbMATH DE number 508645 |
Statements
Robustness of maximum likelihood estimates for multi-step predictions: The exponential smoothing case (English)
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16 March 1995
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nonstationary models
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diagnostic test
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robustness of maximum likelihood estimates
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ARIMA(p,d,p)
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exponential smoothing predictor
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multi-step forecasting
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linear time series
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consistency
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forecast errors
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mean squared error
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seasonal models
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asymptotic distribution
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loss of efficiency
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optimal estimators
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