Geodesic
Robust methods in exponential smoothing
Kybernetika, Tome 32 (1996) no. 3, pp. 289-306 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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Classification : 62F12, 62F35, 62J05, 62J10, 93E14 
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     title = {Robust methods in exponential smoothing},
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     url = {http://geodesic.mathdoc.fr/item/KYB_1996_32_3_a5/}
}
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Michálek, Jiří. Robust methods in exponential smoothing. Kybernetika, Tome 32 (1996) no. 3, pp. 289-306. http://geodesic.mathdoc.fr/item/KYB_1996_32_3_a5/

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[2] T. Cipra: Robust exponential smoothing. J. Forecasting 11 (1992), 57-69.

[3] R. Dutter, N. Stockinger: Robust time series analysis: a survey. Supplement to Kybernetika 23 (1987). | MR | Zbl

[4] H. Robbins, D. Siegmund: A convergent theorem for nonnegative almost supermartingales and some applications. In: Optimizing Methods in Statistics (J. S. Rustagi, ed.), Academic Press, New York 1971, pp. 233-257. | MR