A comparison of the ordinary and a varying parameter exponential smoothing

DOI10.2307/3214383zbMATH Open0688.60057OpenAlexW2314403221MaRDI QIDQ4207451FDOQ4207451

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

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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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