Shrinkage estimator for exponential smoothing models
Kandrika F. Pritularga, Ivan Svetunkov, Nikolaos Kourentzes
| Year of publication: |
2023
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|---|---|
| Authors: | Pritularga, Kandrika F. ; Svetunkov, Ivan ; Kourentzes, Nikolaos |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 39.2023, 3, p. 1351-1365
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| Subject: | 42 | ETS | Forecasting | Parameter estimation | Regularisation | State-space model | Schätztheorie | Estimation theory | Zustandsraummodell | State space model | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2022.07.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014465285