Generative Exponential Smoothing and Generative ARMA Models to Forecast Time-Variant Rates or Probabilities
E. Kalkowski, and B. Sick. International Work-Conference on Time Series (ITISE): Selected Contributions, page 75--88. Cham, Switzerland, Springer, (2016)
DOI: 10.1007/978-3-319-28725-6_6
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