Brownlees, Christian T.; Gallo, Giampiero M. - In: International Journal of Forecasting 27 (2011) 2, pp. 365-378
Within models for nonnegative time series, it is common to encounter deterministic components (trends, seasonalities) which can be specified in a flexible form. This work proposes the use of shrinkage type estimation for the parameters of such components. The amount of smoothing to be imposed on...
