14
Views
1
CrossRef citations to date
0
Altmetric
Original Articles

The Effect of Estimation Error On A Geometric Moving Average

Pages 745-755 | Published online: 09 Apr 2012

References

  • Box , G. E. P. and Jenkins , G. M. 1963 . “Further contributions to adaptive quality control: simultaneous estimation of dynamics: non-zero costs,” . Bulletin of the I.S.I. , : 943 – 974 . 34th Session
  • Box , G. E. P. and Jenkins , G. M. 1970 . Time Series Analysis: Forecasting and Control San Francisco : Holden-Day. .
  • Brown , R. G. 1963 . Smoothing, Forecasting and Prediction of Discrete Time Series Englewood Cliffs , New Jersey : Prentice-Hall Inc. .
  • Guttman , I. 1967 . “The use of a future observation in goodness of fit problems,” . J. R. Statist. Soc. B , 29 : 83 – 100 .
  • Holt , C. C. 1957 . “Forecasting trends and seasonals by exponentially weighted moving averages,” Carnegie Institute of Technology. . O.N.R. Memorandum No. 51
  • Jeffreys , H. 1948 . Theory of Probability, , 2nd edition Oxford : Clarendon Press. .
  • Muth , J. F. 1960 . “Optimal properties of exponentially weighted forecasts,” . J. Amer. Statist. Assoc. , 55 : 299 – 306 .
  • Rand Corporation . 1955 . A Million Random Digits with 100,000 Normal Deviates Glencoe , Illinois : Free Press. .
  • Stewart , K. B. 1970 . “A new weighted average,” . Technometrics , 12 : 247 – 258 .
  • Wichern , D. W. 1969 . Studies in the Identification and Forecasting of Non-stationary Time Series , Ph.D. Thesis Madison : Department of Statistics, University of Wisconsin. .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.