scientific article; zbMATH DE number 926559

MaRDI QIDQ4891955zbMATH OpenFDO

Authors Chunhang Chen, Mituaki Huzii

Publication date 6 March 1997

zbMATH Keywords

autoregressive-integrated moving average processone-step-ahead forecastspredictionsimple exponential smoothing predictorsmoothing parameterstationary processtime seriestruncated one-step-ahead forecasts

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes and prediction (62M20)

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