Extrapolating time series by discounted least squares

DOI10.1016/0022-247X(67)90093-5zbMath0161.38304MaRDI QIDQ2528339

Richard J. Duffin

Publication date: 1967

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

statistics

Related Items (4)

Exponomial forecasts of nonstationary time series ⋮ Extrapolation using multiparameter discounted least squares ⋮ Wiener prediction and exponentially discounted least squares ⋮ An extrapolator and scrutator

Cites Work

• An extrapolator and scrutator
• An exponomial extrapolator
• Smoothing and Extrapolation of Time Series by Means of Discrete Laguerre Polynomials

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