Optimality and robustness of combinations of moving averages

DOI10.1057/PALGRAVE.JORS.2601472zbMath1124.62315OpenAlexW2053024199MaRDI QIDQ4678133

F. R. Johnston, John E. Boylan

Publication date: 23 May 2005

Published in: Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1057/palgrave.jors.2601472

zbMATH Keywords

forecastingmoving averagestime-seriesexponentially weighted moving averagescombinations of forecasts

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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