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The admissible parameter space for exponential smoothing models

  • Rob Hyndman

    ()

  • Muhammad Akram

    ()

  • Blyth Archibald

    ()

No abstract is available for this item.

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File URL: http://hdl.handle.net/10.1007/s10463-006-0109-x
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Article provided by Springer in its journal Annals of the Institute of Statistical Mathematics.

Volume (Year): 60 (2008)
Issue (Month): 2 (June)
Pages: 407-426

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Handle: RePEc:spr:aistmt:v:60:y:2008:i:2:p:407-426
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  1. S. A. Roberts, 1982. "A General Class of Holt-Winters Type Forecasting Models," Management Science, INFORMS, vol. 28(7), pages 808-820, July.
  2. Hyndman, Rob J. & Koehler, Anne B. & Snyder, Ralph D. & Grose, Simone, 2002. "A state space framework for automatic forecasting using exponential smoothing methods," International Journal of Forecasting, Elsevier, vol. 18(3), pages 439-454.
  3. Snyder, Ralph D & Ord, J Keith & Koehler, Anne B, 2001. "Prediction Intervals for ARIMA Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(2), pages 217-25, April.
  4. Archibald, Blyth C., 1990. "Parameter space of the Holt-winters' model," International Journal of Forecasting, Elsevier, vol. 6(2), pages 199-209, July.
  5. Hyndman, R.J. & Koehler, A.B. & Ord, J.K. & Snyder, R.D., 2001. "Prediction Intervals for Exponential Smoothing State Space Models," Monash Econometrics and Business Statistics Working Papers 11/01, Monash University, Department of Econometrics and Business Statistics.
  6. Ralph D. Snyder & Catherine S. Forbes, 2002. "Reconstructing the Kalman Filter for Stationary and Non Stationary Time Series," Monash Econometrics and Business Statistics Working Papers 14/02, Monash University, Department of Econometrics and Business Statistics.
  7. Lawton, Richard, 1998. "How should additive Holt-Winters estimates be corrected?," International Journal of Forecasting, Elsevier, vol. 14(3), pages 393-403, September.
  8. Ord, J.K. & Koehler, A. & Snyder, R.D., 1995. "Estimation and Prediction for a Class of Dynamic Nonlinear Statistical Models," Monash Econometrics and Business Statistics Working Papers 4/95, Monash University, Department of Econometrics and Business Statistics.
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