Combining Forecasts with Nonparametric Kernel Regressions

DOI10.2202/1558-3708.1129zbMath1082.62509OpenAlexW2032991577MaRDI QIDQ3368358

Fuchun Li, Greg Tkacz

Publication date: 27 January 2006

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1558-3708.1129

zbMATH Keywords

nonlinearnonparametrictime-varyingforecast-combining

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Nonparametric regression and quantile regression (62G08) Applications of statistics to actuarial sciences and financial mathematics (62P05) Monte Carlo methods (65C05)

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