Models Associated with Extended Exponential Smoothing

DOI10.1080/03610926.2012.748916MaRDI QIDQ5249202zbMATH OpenOpenAlexFDO

Authors Denis Bosq

Publication date 29 April 2015

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2012.748916

zbMATH Keywords

ARIMAestimationexponential smoothingforecastingHilbertian ARIMAmultiple hypotheses testingprediction

Mathematics Subject Classification ID

Point estimation (62F10) Inference from stochastic processes and prediction (62M20)

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Cites work

• Comparing ARMA processes with roots of modulus 1 and polynomial regression
• Inference and Prediction in Large Dimensions
• Time series: theory and methods.

Cited in

(8)

• ESTIMATION AND TESTING OF A MULTIVARIATE EXPONENTIAL SMOOTHING MODEL
• Generalized Exponential Predictors for Time Series Forecasting
• A comparison of the ordinary and a varying parameter exponential smoothing
• Generalized adaptive exponential smoothing procedures
• scientific article; zbMATH DE number 926559 (Why is no real title available?)
• Dynamic quantile function models
• Models associated with extended exponential smoothing
• Stochastic models for forecasting

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