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~language:"eng"
~subject:"ARIMA"
~subject:"Forecast"
~subject:"Schätztheorie"
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Search: subject:"nearest neighbor method"
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nearest neighbor method
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
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Distributional regression and its evaluation with the CRPS : bounds and convergence of the minimax risk
Pic, Romain
;
Dombry, Clément
;
Naveau, Philippe
; …
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1564-1572
Persistent link: https://www.econbiz.de/10014465329
Saved in:
2
Optimal minimax rates against non-smooth alternatives
Hitomi, Kohtaro
;
Iwasawa, Masamune
;
Nishiyama, Yoshihiko
-
2020
Persistent link: https://www.econbiz.de/10012549349
Saved in:
3
Is it possible to accurately forecast the evolution of Brent crude oil prices? : an answer based on parametric and nonparametric forecasting methods
Álvarez-Díaz, Marcos
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
3
,
pp. 1285-1305
Persistent link: https://www.econbiz.de/10012285558
Saved in:
4
Consistent model specification tests based on k-nearest-neighbor estimation method
Li, Hongjun
;
Li, Qi
;
Liu, Ruixuan
- In:
Journal of econometrics
194
(
2016
)
1
,
pp. 187-202
Persistent link: https://www.econbiz.de/10011705081
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