About DML-CZ | FAQ | Conditions of Use | Math Archives | Contact Us
  Previous |  Up |  Next

Article

First Page Preview
Michálek, Jiří
Robust methods in exponential smoothing. (English). Kybernetika, vol. 32 (1996), issue 3, pp. 289-306
MSC: 62F12, 62F35, 62J05, 62J10, 93E14 | MR 1438221 | Zbl 0874.93090
References:
[1] B. Abraham, J. Ledolter: Statistical Methods for Forecasting. Wiley, New York 1983. MR 0719535 | Zbl 0587.62175
[2] T. Cipra: Robust exponential smoothing. J. Forecasting 11 (1992), 57-69.
[3] R. Dutter, N. Stockinger: Robust time series analysis: a survey. Supplement to Kybernetika 23 (1987). MR 0921397 | Zbl 0652.62088
[4] H. Robbins, D. Siegmund: A convergent theorem for nonnegative almost supermartingales and some applications. In: Optimizing Methods in Statistics (J. S. Rustagi, ed.), Academic Press, New York 1971, pp. 233-257. MR 0343355
Partner of
EuDML logo