Forecast Functions Implied by Autoregressive Integrated Moving Average Models and Other Related Forecast Procedures

DOI10.2307/1403258zbMATH Open0598.62110OpenAlexW2321877696MaRDI QIDQ3732802FDOQ3732802

Authors: Bovas Abraham, Johannes Ledolter 

Publication date: 1986

Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1403258

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• scientific article; zbMATH DE number 3874449

zbMATH Keywords

forecastingsmoothingtime seriesKalman filteringARIMA modelsexponential smoothingautoregressive integrated moving averageHolt-Winters forecasting

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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