Local linear forecasts using cubic smoothing splines

Australian and New Zealand Journal of Statistics

Volumn 47, Issue 1, 2005, Pages 87-99

  Hyndman, Rob J ^a   King, Maxwell L ^a   Pitrun, Ivet ^a   Billah, Baki ^a  

^a MONASH UNIVERSITY   (Australia)

Author keywords

ARIMA models; Exponential smoothing; Holt's local linear forecasts; Maximum likelihood estimation; Non parametric regression; Smoothing splines; State space model; Stochastic trends

Indexed keywords

EID: 16244383501     PISSN: 13691473     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-842X.2005.00374.x     Document Type: Article

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