Pages that link to "Item:Q4376041"
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The following pages link to Estimation and Prediction for a Class of Dynamic Nonlinear Statistical Models (Q4376041):
Displaying 17 items.
- The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics (Q299212) (← links)
- Multiple seasonal cycles forecasting model: the Italian electricity demand (Q897854) (← links)
- Forecasting time series with multiple seasonal patterns (Q930958) (← links)
- Unobserved component models with asymmetric conditional variances (Q959303) (← links)
- SIOPRED: a prediction and optimisation integrated system for demand (Q1001359) (← links)
- Multivariate exponential smoothing: a Bayesian forecast approach based on simulation (Q1005220) (← links)
- A decision support system methodology for forecasting of time series based on soft computing (Q1010354) (← links)
- The admissible parameter space for exponential smoothing models (Q1019454) (← links)
- Forecasting time series with missing data using Holt's model (Q1022012) (← links)
- Dynamic seasonality in time series (Q1615231) (← links)
- Optimal signal extraction with correlated components (Q1695657) (← links)
- Forecasting sales of slow and fast moving inventories (Q1848578) (← links)
- Exponential smoothing models: means and variances for lead-time demand (Q1876141) (← links)
- Single source of error state space approach to the Beveridge Nelson decomposition (Q1929082) (← links)
- Initial conditions estimation for improving forecast accuracy in exponential smoothing (Q1939086) (← links)
- EXPONENTIAL SMOOTHING AND NON-NEGATIVE DATA (Q2810399) (← links)
- Complex exponential smoothing (Q6078602) (← links)