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Robust Forecasting of Non-Stationary Time Series

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  • Croux, C.
  • Fried, R.
  • Gijbels, I.
  • Mahieu, K.

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  • Croux, C. & Fried, R. & Gijbels, I. & Mahieu, K., 2010. "Robust Forecasting of Non-Stationary Time Series," Other publications TiSEM 94542b5e-4319-4f5a-bc35-2, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:94542b5e-4319-4f5a-bc35-258e532d573c
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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/1269500/2010-105.pdf
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    References listed on IDEAS

    as
    1. I. Gijbels & A. Pope & M. P. Wand, 1999. "Understanding exponential smoothing via kernel regression," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(1), pages 39-50.
    2. Fried, Roland & Einbeck, Jochen & Gather, Ursula, 2007. "Weighted Repeated Median Smoothing and Filtering," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 1300-1308, December.
    3. Sarah Gelper & Roland Fried & Christophe Croux, 2010. "Robust forecasting with exponential and Holt-Winters smoothing," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(3), pages 285-300.
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