Forecast combination under heavy-tailed errors
Year of publication: |
2015
|
---|---|
Authors: | Cheng, Gang ; Wang, Sicong ; Yang, Yuhong |
Published in: |
Econometrics. - Basel : MDPI, ISSN 2225-1146. - Vol. 3.2015, 4, p. 797-824
|
Publisher: |
Basel : MDPI |
Subject: | forecast combination | heavy tails | robustness | time series models | nonparametric forecast combination |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3390/econometrics3040797 [DOI] 845570919 [GVK] hdl:10419/171851 [Handle] |
Classification: | C40 - Econometric and Statistical Methods: Special Topics. General ; C51 - Model Construction and Estimation ; C53 - Forecasting and Other Model Applications |
Source: |
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