Penalized averaging of parametric and non-parametric quantile forecasts
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Publication:2196656
DOI10.1515/JTSE-2019-0021zbMath1494.62021OpenAlexW2995021893MaRDI QIDQ2196656
Jan G. De Gooijer, Dawit Zerom
Publication date: 3 September 2020
Published in: Journal of Time Series Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/jtse-2019-0021
Inference from stochastic processes and prediction (62M20) Nonparametric estimation (62G05) Point estimation (62F10)
Uses Software
Cites Work
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