top

Bibliografie

Conference Paper (international conference)

Robust approach to exponential smoothing

Koblas M., Michálek Jiří

: Proceedings of the 18th International Conference on Mathematical Methods in Economics 2000, p. 97-101 , Eds: Dlouhý M.

: VŠE, (Praha 2000)

: Mathematical Methods in Economics 2000 /18./, (Praha, CZ, 13.09.2000-15.09.2000)

: AV0Z1075907

(eng): The contribution deals with a robust statistics approach to exponential smoothing of time series. The estimation of local means and trends in time series is based on the theory of M-estimates and S-estimates. A special emphasis is devoted to the question of variance level estimates.

: 12B

: BB