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Online forecast combination for dependent heterogeneous data
Sancetta, Alessio (contributor) - 2007
Persistent link: https://www.econbiz.de/10003482506
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Recursive forecast combination for dependent heterogeneous data
Sancetta, Alessio - In: Econometric theory 26 (2010) 2, pp. 598-631
Persistent link: https://www.econbiz.de/10003968670
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Universality of Bayesian predictions
Sancetta, Alessio (contributor) - 2007
Persistent link: https://www.econbiz.de/10003580336
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Nearest neighbor conditional estimation for Harris recurrent Markov chains
Sancetta, Alessio (contributor) - 2007
Persistent link: https://www.econbiz.de/10003520013
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Online forecast combinations of distributions : worst case bounds
Sancetta, Alessio - In: Journal of econometrics 141 (2007) 2, pp. 621-651
Persistent link: https://www.econbiz.de/10003571331
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Cupola based Monte Carlo integration in financial problems
Sancetta, Alessio (contributor) - 2005
Persistent link: https://www.econbiz.de/10002569959
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Forecasting distributions with experts advice
Sancetta, Alessio (contributor) - 2005
Persistent link: https://www.econbiz.de/10002809022
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Nonparametric estimation of multivariate distributions with given marginals : L2 theory
Sancetta, Alessio (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001764560
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Intraday end-of-day volume prediction
Sancetta, Alessio - In: Journal of financial econometrics 19 (2021) 3, pp. 472-495
Persistent link: https://www.econbiz.de/10012654952
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Estimation for the prediction of point processes with many covariates
Sancetta, Alessio - In: Econometric theory 34 (2018) 3, pp. 598-627
Persistent link: https://www.econbiz.de/10011951015