| bibtype |
C -
Conference Paper (international conference)
|
| ARLID |
0410362 |
| utime |
20240103182208.5 |
| mtime |
20060210235959.9 |
| ISBN |
80-245-0057-4 |
| title
(primary) (eng) |
Robust approach to exponential smoothing |
| publisher |
| place |
Praha |
| name |
VŠE |
| pub_time |
2000 |
|
| specification |
|
| serial |
| title
|
Proceedings of the 18th International Conference on Mathematical Methods in Economics 2000 |
| page_num |
97-101 |
| editor |
|
|
| author
(primary) |
| ARLID |
cav_un_auth*0212655 |
| name1 |
Koblas |
| name2 |
M. |
| country |
CZ |
|
| author
|
| ARLID |
cav_un_auth*0101164 |
| name1 |
Michálek |
| name2 |
Jiří |
| institution |
UTIA-B |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| COSATI |
12B |
| cas_special |
| research |
AV0Z1075907 |
| abstract
(eng) |
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. |
| action |
| ARLID |
cav_un_auth*0212656 |
| name |
Mathematical Methods in Economics 2000 /18./ |
| place |
Praha |
| country |
CZ |
| dates |
13.09.2000-15.09.2000 |
|
| RIV |
BB |
| department |
SI |
| permalink |
http://hdl.handle.net/11104/0130451 |
| ID_orig |
UTIA-B 20000078 |
| arlyear |
2000 |
| mrcbU10 |
2000 |
| mrcbU10 |
Praha VŠE |
| mrcbU12 |
80-245-0057-4 |
| mrcbU63 |
Proceedings of the 18th International Conference on Mathematical Methods in Economics 2000 97 101 |
| mrcbU67 |
Dlouhý M. 340 |
|