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Forecasting by exponential smoothing, the Box and Jenkins procedure and spectral analysis. A simulation study - MaRDI portal

Forecasting by exponential smoothing, the Box and Jenkins procedure and spectral analysis. A simulation study (Q1139928)

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scientific article; zbMATH DE number 3677166
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English
Forecasting by exponential smoothing, the Box and Jenkins procedure and spectral analysis. A simulation study
scientific article; zbMATH DE number 3677166

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    Forecasting by exponential smoothing, the Box and Jenkins procedure and spectral analysis. A simulation study (English)
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    1980
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    simulation study
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    forecasting
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    Box and Jenkins procedure
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    spectral methods
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    exponential smoothing
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    Pitman-test
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    sign test
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