The robustness of forecast combination in unstable environments : a Monte Carlo study of advanced algorithms
Yongchen Zhao
| Year of publication: |
2021
|
|---|---|
| Authors: | Zhao, Yongchen |
| Subject: | Exponential re-weighting | Shrinkage | Estimation error | Performance instability | Monte-Carlo-Simulation | Monte Carlo simulation | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Algorithmus | Algorithm | Statistischer Fehler | Statistical error | Zeitreihenanalyse | Time series analysis | Simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-020-01864-w [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012585892