Original title: Robust approach to exponential smoothing
Authors: Koblas, M. ; Michálek, Jiří
Document type: Papers
Conference/Event: Mathematical Methods in Economics 2000 /18./, Praha (CZ), 2000-09-13 / 2000-09-15
Year: 2000
Language: eng
Abstract: 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.
Project no.: AV0Z1075907 (CEP)
Host item entry: Proceedings of the 18th International Conference on Mathematical Methods in Economics 2000

Institution: Institute of Information Theory and Automation AS ČR (web)
Document availability information: Fulltext is available at the institute of the Academy of Sciences.
Original record: http://hdl.handle.net/11104/0130451

Permalink: http://www.nusl.cz/ntk/nusl-34788


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Research > Institutes ASCR > Institute of Information Theory and Automation
Conference materials > Papers