Predictive model averaging with parameter instability and heteroskedasticity (Q6540716)
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scientific article; zbMATH DE number 7850323
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Predictive model averaging with parameter instability and heteroskedasticity |
scientific article; zbMATH DE number 7850323 |
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Predictive model averaging with parameter instability and heteroskedasticity (English)
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17 May 2024
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conditional heteroskedasticity
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cross-validation
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forecast combination
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model averaging
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structural break
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