Optimal model averaging based on leave-\(h\)-out forward-validation for threshold autoregressive models
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Publication:6548802
DOI10.1002/sta4.561MaRDI QIDQ6548802
Xinyu Zhang, Yin Liu, Zhanshou Chen, Li Xi
Publication date: 3 June 2024
Published in: Stat (Search for Journal in Brave)
Cites Work
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