Forecast Functions Implied by Autoregressive Integrated Moving Average Models and Other Related Forecast Procedures

DOI10.2307/1403258zbMath0598.62110OpenAlexW2321877696MaRDI QIDQ3732802

Bovas Abraham, Johannes Ledolter

Publication date: 1986

Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1403258

zbMATH Keywords

smoothingtime seriesKalman filteringforecastingexponential smoothingARIMA modelsautoregressive integrated moving averageHolt-Winters forecasting

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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