Discount Weighted Regression

DOI10.2307/2582135MaRDI QIDQ5185854zbMATH OpenOpenAlexFDO

Authors

Publication date 1984

Published in The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2582135

zbMATH Keywords

discounted estimatordiscounted multiple linear regressionrecursive procedureresidual variance

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99)

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Cited in

(3)

• Recent developments in time series forecasting
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