The admissible parameter space for exponential smoothing models

Rob J Hyndman (), Muhammad Akram () and Blyth Archibald ()

Annals of the Institute of Statistical Mathematics, 2008, vol. 60, issue 2, pages 407-426

Keywords: Exponential smoothing; Invertibility; Observability; Parameter space; Reachability; Stability; State space models; Structural models (search for similar items in EconPapers)
Date: 2008
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