Boosting techniques for nonlinear time series models

DOI10.1007/s10182-011-0163-4zbMath1443.62286OpenAlexW2062445441WikidataQ57263868 ScholiaQ57263868MaRDI QIDQ1633230

Torsten Hothorn, Nikolay Robinzonov, Gerhard Tutz

Publication date: 19 December 2018

Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL: http://nbn-resolving.de/urn:nbn:de:bvb:19-epub-11330-2

zbMATH Keywords

forecastinglag selectionautoregressive additive modelscomponentwise boostingnonlinear times series

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items

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Uses Software

• R
• vars
• mboost
• mgcv
• mda
• ElemStatLearn
• gamair

Cites Work

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