Forecasting of density functions with an application to cross-sectional and intraday returns
Piotr Kokoszka, Hong Miao, Alexander Petersen, Han Lin Shang
| Year of publication: |
2019
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|---|---|
| Authors: | Kokoszka, Piotr ; Miao, Hong ; Petersen, Alexander ; Shang, Han Lin |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 35.2019, 4, p. 1304-1317
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| Subject: | Compositional data analysis | Constrained functional time series | Density function forecasting | Log quantile density transformation | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Erratum enthalten in: International journal of forecasting, Volume 37, issue 3 (July/September 2021), Seite 1310-1311 |
| Other identifiers: | 10.1016/j.ijforecast.2019.05.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012305317