Time-varying model averaging (Q2024462)
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scientific article; zbMATH DE number 7343299
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-varying model averaging |
scientific article; zbMATH DE number 7343299 |
Statements
Time-varying model averaging (English)
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4 May 2021
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asymptotic optimality
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forecast combination
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local stationarity
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model averaging
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structural change
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time-varying model averaging
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