Estimation and Prediction for a Class of Dynamic Nonlinear Statistical Models
From MaRDI portal
Publication:4376041
DOI10.2307/2965433zbMath0912.62104MaRDI QIDQ4376041
J. Keith Ord, Anne B. Koehler, Ralph D. Snyder
Publication date: 8 February 1998
Full work available at URL: https://ageconsearch.umn.edu/record/267757/files/monash-193.pdf
62M20: Inference from stochastic processes and prediction
Related Items
Empirical information criteria for time series forecasting model selection, Forecasting time series with multiple seasonal patterns, Unobserved component models with asymmetric conditional variances, SIOPRED: a prediction and optimisation integrated system for demand, Multivariate exponential smoothing: a Bayesian forecast approach based on simulation, A decision support system methodology for forecasting of time series based on soft computing, The admissible parameter space for exponential smoothing models, Forecasting time series with missing data using Holt's model, Forecasting sales of slow and fast moving inventories, Exponential smoothing models: means and variances for lead-time demand