Publication:3713455

Publication date: 1983

prediction; Kalman filtering; state space models; exponential smoothing; regression models; ARIMA models; Bayesian forecasting; hypotheses testing; least squares estimators; parametric time series models; Exercises; transfer function modeling; forecast evaluation, comparison and control; seasonal adjustment methods; short-term forecasts

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics

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