Generalized adaptive exponential smoothing procedures

DOI10.2307/3215147zbMath0811.60061OpenAlexW2315744173MaRDI QIDQ4322021

Ulrich Herkenrath

Publication date: 9 February 1995

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3215147

zbMATH Keywords

Markov chainsrandom systems with complete connectionsadaptive smoothingexponential smoothing procedure

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

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