On the theory of moving average graduation
From MaRDI portal
Publication:3853007
DOI10.1080/03461238.1979.10413714zbMath0419.62072OpenAlexW2022397749MaRDI QIDQ3853007
Publication date: 1979
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1979.10413714
Numerical smoothing, curve fitting (65D10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Monte Carlo methods (65C05)
Related Items (12)
Moving-weighted-average smoothing extended to the extremities of the data. II. Methods ⋮ On hilbert space design of least‐weighted‐squares digital filters ⋮ Matrix derivation of moving-weighted-average graduation formulas ⋮ Credibility and old estimates ⋮ W.F. Sheppard's Smoothing Method: A Precursor to Local Polynomial Regression ⋮ Moving-weighted-average smoothing extended to the extremities of the data. III. Stability and optimal properties ⋮ The tails in moving average graduation ⋮ Analysis of oldest-old mortality: lifetables revisited ⋮ Moving-weighted-average smoothing extended to the extremities of the data. I. Theory ⋮ A contribution to the statistical theory of linear graduation ⋮ The choice of a kernel function in the graduation of counting process intensities ⋮ An extension of the Whittaker–Henderson method of graduation
Cites Work
- Mathematical statistics in the early states
- Über eine Theorie der gleitenden Durchschnitte und verschiedene Anwendungen dieser Theorie
- Alternative Models for the Analysis of Variance
- On Smoothing a Finite Table: A Matrix Approach
- On Stability of Linear Smoothing Formulas
- On a Problem of E. L. De Forest in Iterated Smoothing
- Unnamed Item
- Unnamed Item
This page was built for publication: On the theory of moving average graduation
