Three general classes of state space models are presented, using the single source of error formulation. The first class is the standard linear model with homoscedastic errors, the second retains the linear structure but incorporates a dynamic form of heteroscedasticity, and the third allows for non
β¦ LIBER β¦
The admissible parameter space for exponential smoothing models
β Scribed by Rob J. Hyndman; Muhammad Akram; Blyth C. Archibald
- Publisher
- Springer Japan
- Year
- 2007
- Tongue
- English
- Weight
- 416 KB
- Volume
- 60
- Category
- Article
- ISSN
- 0020-3157
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