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EFFICIENT ESTIMATION OF SEMIPARAMETRIC MODELS BY SMOOTHED MAXIMUM LIKELIHOOD

✍ Scribed by Stephen R. Cosslett


Book ID
111080890
Publisher
John Wiley and Sons
Year
2007
Tongue
English
Weight
200 KB
Volume
48
Category
Article
ISSN
0020-6598

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## Abstract In this paper several forecasting methods based on exponential smoothing with an underlying seasonal autoregressive‐moving average (SARIMA) model are considered. The relations between the smoothing constants and the coefficients of the autoregressive and moving average polynomials are u