Nonparametric density forecast based on time- and state-domain

DOI10.1002/FOR.1204zbMath1248.91078OpenAlexW1991541867MaRDI QIDQ3166694

João Nicolau

Publication date: 15 October 2012

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/for.1204

zbMATH Keywords

time seriesnonparametric methodsdensity forecastsearnings forecast

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Cites Work

• Stochastic Limit Theory

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