The admissible parameter space for exponential smoothing models

DOI10.1007/s10463-006-0109-xzbMath1332.62358OpenAlexW2036776573WikidataQ58297463 ScholiaQ58297463MaRDI QIDQ1019454

J. Martínez

Publication date: 2 June 2009

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-006-0109-x

zbMATH Keywords

stabilityobservabilityreachabilityinvertibilityparameter spacestate space modelsexponential smoothingstructural models

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Economic time series analysis (91B84)

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Cites Work

• Reconstructing the Kalman Filter for Stationary and Non Stationary Time Series
• A General Class of Holt-Winters Type Forecasting Models
• Estimation and Prediction for a Class of Dynamic Nonlinear Statistical Models
• Response-Variance Tradeoffs in Adaptive Forecasting
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