Media Summary: Variance estimate for local trend models (Simulation example) This is Transfer function models - example using pre-whitening. Exponential smoothing: Optimal choice of smoothing example This is
02417 Lecure 8 Part E - Detailed Analysis & Overview
Variance estimate for local trend models (Simulation example) This is Transfer function models - example using pre-whitening. Exponential smoothing: Optimal choice of smoothing example This is Kalman filter with parameters in another model as states This is
