## Abstract Simple direct smoothing formulas are derived for updating coefficient estimates and forecasts in a discounted least squares model. These formulas are the natural extensions of R. G. Brown's wellβknown smoothing formulas to a general econometric setting with arbitrary explanatory time se
β¦ LIBER β¦
Wiener prediction and exponentially discounted least squares
β Scribed by Kenneth N Berk
- Book ID
- 107800035
- Publisher
- Elsevier Science
- Year
- 1970
- Tongue
- English
- Weight
- 478 KB
- Volume
- 29
- Category
- Article
- ISSN
- 0022-247X
No coin nor oath required. For personal study only.
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