A comparison of the ordinary and a varying parameter exponential smoothing

DOI10.2307/3214383MaRDI QIDQ4207451zbMATH OpenOpenAlexFDO

Authors Heikki Bonsdorff

Publication date 1989

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3214383

zbMATH Keywords

exponential smoothinggeometric convergence rategeometrically ergodic Markov chainsinsurance tariff problem

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

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