Nearly weighted risk minimal unbiased estimation
Year of publication: |
2019
|
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Authors: | Müller, Ulrich K. ; Wang, Yulong |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 209.2019, 1, p. 18-34
|
Subject: | Autoregression | Mean bias | Median bias | Quantile unbiased forecast | Systematischer Fehler | Bias | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model | Autokorrelation | Autocorrelation | Risiko | Risk |
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