Optimal model averaging based on leave-\(h\)-out forward-validation for threshold autoregressive models
type: Item
instance of: scholarly article
title: Optimal model averaging based on leave-\(h\)-out forward-validation for threshold autoregressive models
author: Li Xi
author: Yin Liu
author: Zhanshou Chen
author: Xinyu Zhang
published in: Stat
publication date: 2024-06-03T00:00:00Z
Mathematics Subject Classification ID: 62-XX
zbMATH DE Number: 7858690
zbMATH Keywords: asymptotic optimality
zbMATH Keywords: model uncertainty
zbMATH Keywords: prediction
zbMATH Keywords: weight-choosing criterion
MaRDI profile type: Publication
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DOI: 10.1002/STA4.561
description: scientific article; zbMATH DE number 7858690