Observation-driven exponential smoothing

DOI10.1002/STA4.642MaRDI QIDQ6548905zbMATH OpenFDO

Authors Dimitris Karlis, Xanthi Pedeli, Cristiano Varin

Publication date 3 June 2024

Published in Stat (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/STA4.642

zbMATH Keywords

count time seriesendemic-epidemic modelforecastingPoisson regressionrobustnesssurveillance

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A Simple Risk-Adjusted Exponentially Weighted Moving Average
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• scientific article; zbMATH DE number 3734998 (Why is no real title available?)
• Likelihood-based EWMA charts for monitoring Poisson count data with time-varying sample sizes
• Observation-driven models for Poisson counts
• Power-law models for infectious disease spread
• Robust estimation methods for a class of log-linear count time series models
• Robust fitting of INARCH models
• Robust forecasting with exponential and Holt-Winters smoothing
• Robust Inference for Generalized Linear Models
• Robust Statistics

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