SOME STATISTICAL PROPERTIES OF THE HOLTWINTERS SEASONAL FORECASTING METHOD

DOI10.14490/JJSS1995.26.173zbMath0884.62102OpenAlexW2148012316MaRDI QIDQ4354750

Chunhang Chen

Publication date: 17 September 1997

Published in: JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14490/jjss1995.26.173

zbMATH Keywords

nonlinear least squaresseasonal time seriesHolt-Winters methodasymptotic forecast errors

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Asymptotic properties of nonparametric inference (62G20) Probabilistic methods, stochastic differential equations (65C99)

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