Model averaging in a multiplicative heteroscedastic model
Year of publication: |
2020
|
---|---|
Authors: | Zhao, Shangwei ; Ma, Yanyuan ; Wan, Alan T. K. ; Zhang, Xinyu ; Wang, Shouyang |
Subject: | Heteroscedasticity-robust | model averaging | multiplicative heteroscedasticity | plug-in | squared prediction risk | Heteroskedastizität | Heteroscedasticity | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory |
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