@techreport{f5c4019474d64a3ab8866064d66f5705,
title = "Forecasting with Optimized Moving Local Regression",
abstract = "This paper empirically demonstrates the relative merits of the optimal choice of the weight function in a moving local regression as suggested by Fedorov et al., (1993) over traditional weight functions which ignore the form of the local model. The discussion is based on a task that is imbedded into the smoothing methodology, namely the forecasting of business time series data with the help of a one-sided moving local regression model. (author's abstract)",
author = "Fedorov, {Valery V.} and Peter Hackl and Werner M{\"u}ller",
year = "1992",
doi = "10.57938/f5c40194-74d6-4a3a-b886-6064d66f5705",
language = "English",
series = "Forschungsberichte / Institut f{\"u}r Statistik",
number = "30",
publisher = "Department of Statistics and Mathematics, WU Vienna University of Economics and Business",
edition = "November 1992",
type = "WorkingPaper",
institution = "Department of Statistics and Mathematics, WU Vienna University of Economics and Business",
}