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~subject:"Nonparametric statistics"
~subject:"USA"
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Nonparametric statistics
USA
Forecasting model
65
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Journal of forecasting
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
47
Journal of econometrics
43
Economics letters
18
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16
Insurance / Mathematics & economics
14
The review of economics and statistics
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International journal of forecasting
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Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
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The North American journal of economics and finance : a journal of financial economics studies
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1
Local prediction pools
Oelrich, Oscar
;
Villani, Mattias
;
Ankargren, Sebastian
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 103-117
Persistent link: https://www.econbiz.de/10014443187
Saved in:
2
Robust estimation of conditional variance of time series using density power divergences
Park, Jin‐Hong
;
Sriram, T. N.
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 703-717
Persistent link: https://www.econbiz.de/10011861411
Saved in:
3
Improving forecast of binary rare events data : a GAM-based approach
Calabrese, Raffaella
;
Osmetti, Silvia Angela
- In:
Journal of forecasting
34
(
2015
)
3
,
pp. 230-239
Persistent link: https://www.econbiz.de/10011305247
Saved in:
4
Nonparametric density forecast based on time- and state-domain
Nicolau, João
- In:
Journal of forecasting
30
(
2011
)
8
,
pp. 706-720
Persistent link: https://www.econbiz.de/10009423364
Saved in:
5
A quantile regression neural network approach to estimating the conditional density of multiperiod returns
Taylor, James W.
- In:
Journal of forecasting
19
(
2000
)
4
,
pp. 299-311
Persistent link: https://www.econbiz.de/10001504631
Saved in:
6
Forcasting time-dependent conditional densities : a semi-non-parametric neural network approach
Schittenkopf, Christian
;
Dorffner, Georg
;
Dockner, …
- In:
Journal of forecasting
19
(
2000
)
4
,
pp. 355-374
Persistent link: https://www.econbiz.de/10001504677
Saved in:
7
Predicting daily probability distributions of S&P500 returns
Weigend, Andreas S.
;
Shi, Shanming
- In:
Journal of forecasting
19
(
2000
)
4
,
pp. 375-392
Persistent link: https://www.econbiz.de/10001504696
Saved in:
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