Conditions for the optimality of exponential smoothing forecast procedures
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Publication:1246232
DOI10.1007/BF02204353zbMath0377.62057MaRDI QIDQ1246232
G. E. P. Box, Johannes Ledolter
Publication date: 1978
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/175736
62P20: Applications of statistics to economics
62M20: Inference from stochastic processes and prediction
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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