Asymmetric recursive methods for time series (Q1340773)
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scientific article; zbMATH DE number 704271
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Asymmetric recursive methods for time series |
scientific article; zbMATH DE number 704271 |
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Asymmetric recursive methods for time series (English)
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16 February 1995
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autoregressive model
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split-normal distribution
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asymmetric least squares
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asymmetric recursive estimation
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asymmetric time series
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asymmetric error distributions
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asymmetric loss functions
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recursive time series methods
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Kalman filtering
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exponential smoothing
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recursive treatment of Box-Jenkins models
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0.8828608
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0.8771515
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0.87712526
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