Time series forecasting using functional partial least square regression with stochastic volatility, GARCH, and exponential smoothing (Q4961413)
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scientific article; zbMATH DE number 6967386
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time series forecasting using functional partial least square regression with stochastic volatility, GARCH, and exponential smoothing |
scientific article; zbMATH DE number 6967386 |
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Time series forecasting using functional partial least square regression with stochastic volatility, GARCH, and exponential smoothing (English)
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29 October 2018
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Bayesian stochastic volatility
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exponential smoothing method
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functional partial least square regression
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forecasting
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GARCH
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high-dimensional market data
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