scientific article

zbMath0587.62175MaRDI QIDQ3713455

Johannes Ledolter, Bovas Abraham

Publication date: 1983

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

predictionKalman filteringstate space modelsexponential smoothingregression modelsARIMA modelsBayesian forecastinghypotheses testingleast squares estimatorsparametric time series modelsExercisestransfer function modelingforecast evaluation, comparison and controlseasonal adjustment methodsshort-term forecasts

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

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