On the theory of moving average graduation

DOI10.1080/03461238.1979.10413714zbMath0419.62072OpenAlexW2022397749MaRDI QIDQ3853007

Ørnulf Borgan

Publication date: 1979

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1979.10413714

zbMATH Keywords

loss functionoptimality criterionMonte Carlo experimentsmoving average graduation

Mathematics Subject Classification ID

Numerical smoothing, curve fitting (65D10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Monte Carlo methods (65C05)

Related Items (12)

Moving-weighted-average smoothing extended to the extremities of the data. II. Methods ⋮ On hilbert space design of least‐weighted‐squares digital filters ⋮ Matrix derivation of moving-weighted-average graduation formulas ⋮ Credibility and old estimates ⋮ W.F. Sheppard's Smoothing Method: A Precursor to Local Polynomial Regression ⋮ Moving-weighted-average smoothing extended to the extremities of the data. III. Stability and optimal properties ⋮ The tails in moving average graduation ⋮ Analysis of oldest-old mortality: lifetables revisited ⋮ Moving-weighted-average smoothing extended to the extremities of the data. I. Theory ⋮ A contribution to the statistical theory of linear graduation ⋮ The choice of a kernel function in the graduation of counting process intensities ⋮ An extension of the Whittaker–Henderson method of graduation

Cites Work

• Mathematical statistics in the early states
• Über eine Theorie der gleitenden Durchschnitte und verschiedene Anwendungen dieser Theorie
• Alternative Models for the Analysis of Variance
• On Smoothing a Finite Table: A Matrix Approach
• On Stability of Linear Smoothing Formulas
• On a Problem of E. L. De Forest in Iterated Smoothing
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