The relationship between the Beveridge-Nelson decomposition and exponential smoothing (Q5280123)
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scientific article; zbMATH DE number 6750418
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| English | The relationship between the Beveridge-Nelson decomposition and exponential smoothing |
scientific article; zbMATH DE number 6750418 |
Statements
The Relationship Between the Beveridge–Nelson Decomposition and Exponential Smoothing (English)
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20 July 2017
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ARIMA models
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Beveridge-Nelson decomposition
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exponential smoothing
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innovations form
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electrical engineering
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0.8112850189208984
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0.8086364269256592
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0.7871765494346619
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0.7469518184661865
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0.740243136882782
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