Some Nonlinear Exponential Smoothing Models are Unstable
Year of publication: |
2006-01
|
---|---|
Authors: | Hyndman, Rob J ; Akram, Muhammad |
Institutions: | Department of Econometrics and Business Statistics, Monash Business School |
Subject: | Exponential smoothing | forecast variance | nonlinear models | prediction intervals | stability | state space models |
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