LOCAL LINEAR FORECASTS USING CUBIC SMOOTHING SPLINES (Q3429851)

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LOCAL LINEAR FORECASTS USING CUBIC SMOOTHING SPLINES
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    LOCAL LINEAR FORECASTS USING CUBIC SMOOTHING SPLINES (English)
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    20 March 2007
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    ARIMA models
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    exponential smoothing
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    Holt's local linear forecasts
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    maximum likelihood estimation
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    nonparametric regression
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    smoothing splines
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    state-space model
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    stochastic trends
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