Models Associated with Extended Exponential Smoothing

DOI10.1080/03610926.2012.748916zbMATH Open1311.62160OpenAlexW2057866852MaRDI QIDQ5249202FDOQ5249202

Authors: Denis Bosq 

Publication date: 29 April 2015

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2012.748916

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zbMATH Keywords

predictionARIMAforecastingestimationexponential smoothingmultiple hypotheses testingHilbertian ARIMA

Mathematics Subject Classification ID

Point estimation (62F10) Inference from stochastic processes and prediction (62M20)

Cites Work

• Time series: theory and methods.
• Inference and Prediction in Large Dimensions
• Comparing ARMA processes with roots of modulus 1 and polynomial regression

Cited In (8)

• Dynamic quantile function models
• Stochastic models for forecasting
• Generalized Exponential Predictors for Time Series Forecasting
• Title not available (Why is that?)
• A comparison of the ordinary and a varying parameter exponential smoothing
• Generalized adaptive exponential smoothing procedures
• ESTIMATION AND TESTING OF A MULTIVARIATE EXPONENTIAL SMOOTHING MODEL
• Models associated with extended exponential smoothing

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