Estimation and Prediction for a Class of Dynamic Nonlinear Statistical Models

DOI10.2307/2965433zbMath0912.62104OpenAlexW3125472931MaRDI QIDQ4376041

Anne B. Koehler, J. Keith Ord, Ralph D. Snyder

Publication date: 8 February 1998

Full work available at URL: https://ageconsearch.umn.edu/record/267757/files/monash-193.pdf

zbMATH Keywords

maximum likelihood estimationforecastingstate-space modelsHolt-Winters method

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

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