On a family of finite moving-average trend filters for the ends of series

Journal of Forecasting

Volumn 21, Issue 2, 2002, Pages 125-149

  Gray, Alistair G ^a,c   Thomson, Peter J ^b  

^a Statistics New Zealand   (New Zealand)

^b Statistics Research Associates   (New Zealand)

^c Statistics Research Associates Ltd   (New Zealand)

Author keywords

Best linear biased prediction; Best linear unbiased prediction; Local dynamic model; Minimum revisions

Indexed keywords

EID: 0036495913     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/for.817     Document Type: Article

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