RECURSIVE FORECAST COMBINATION FOR DEPENDENT HETEROGENEOUS DATA
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Publication:3557552
DOI10.1017/S0266466609100105zbMath1189.62186OpenAlexW2145223957MaRDI QIDQ3557552
Publication date: 23 April 2010
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466609100105
Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20)
Related Items (3)
Aggregation of predictors for nonstationary sub-linear processes and online adaptive forecasting of time varying autoregressive processes ⋮ Robust forecast combinations ⋮ Online learning and forecast combination in unbalanced panels
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