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Maximum likelihood trend estimation in exponential noise

โœ Scribed by Trump, T.


Book ID
118691113
Publisher
IEEE
Year
2001
Tongue
English
Weight
182 KB
Volume
49
Category
Article
ISSN
1053-587X

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