Moving-weighted-average smoothing extended to the extremities of the data. I. Theory
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Publication:3923494
DOI10.1080/03461238.1981.10413730zbMath0469.65005OpenAlexW2067875329MaRDI QIDQ3923494
Publication date: 1981
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1981.10413730
Numerical smoothing, curve fitting (65D10) Linear regression; mixed models (62J05) Applications of statistics (62P99) Extrapolation to the limit, deferred corrections (65B05)
Related Items (9)
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 ⋮ Estimation of time-dependent Hurst exponents with variational smoothing and application to forecasting foreign exchange rates ⋮ On the Eigenvalue Problem for a Class of Band Matrices Including Those with Toeplitz Inverses ⋮ Moving-weighted-average smoothing extended to the extremities of the data. III. Stability and optimal properties ⋮ The tails in moving average graduation ⋮ Certain positive definite submatrices that arise from binomial coefficient matrices ⋮ Ermittlung ausgeglichener abgangshÄufigkeiten kleiner versichertenbestÄnde
Cites Work
- Band matrices with Toeplitz inverses
- Seasonal Adjustments by Electronic Computer Methods
- On Smoothing a Finite Table: A Matrix Approach
- On the theory of moving average graduation
- A Markov chain model of working life tables
- On smoothing operations and their generating functions
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