Generalized Exponential Predictors for Time Series Forecasting

DOI10.1198/016214506000000483MaRDI QIDQ3434219zbMATH OpenOpenAlexFDO

Authors Silvia Centanni, Marco Minozzo

Publication date 23 April 2007

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1198/016214506000000483

zbMATH Keywords

autoregressive integrated moving averageexponential smoothingKalman filtersstate-space modeltime series prediction

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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