Boosting GARCH and neural networks for the prediction of heteroskedastic time series (Q984159): Difference between revisions

@@ Property / author @@
-Manuel Febrero-Bande
@@ Property / author: Manuel Febrero-Bande / rank @@
-Normal rank
@@ Property / author @@
-Wenceslao González Manteiga
@@ Property / author: Wenceslao González Manteiga / rank @@
-Normal rank
@@ Property / author @@
-Juan C. Reboredo
@@ Property / author: Juan C. Reboredo / rank @@
-Normal rank
@@ Property / author @@
+Manuel Febrero-Bande
@@ Property / author: Manuel Febrero-Bande / rank @@
+Normal rank
@@ Property / author @@
+Wenceslao González Manteiga
@@ Property / author: Wenceslao González Manteiga / rank @@
+Normal rank
@@ Property / author @@
+Juan C. Reboredo
@@ Property / author: Juan C. Reboredo / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+AdaBoost.MH
@@ Property / describes a project that uses: AdaBoost.MH / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.mcm.2009.08.013
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@@ Property / OpenAlex ID @@
+W2043726821
@@ Property / OpenAlex ID: W2043726821 / rank @@
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@@ Property / cites work @@
+Q3323077
@@ Property / cites work: Q3323077 / rank @@
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+Q3783791
@@ Property / cites work: Q3783791 / rank @@
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+Q4862306
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+Nonlinear time series. Nonparametric and parametric methods
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Reprint of: Generalized autoregressive conditional heteroskedasticity
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+An algorithm for nonparametric GARCH modelling.
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+A decision-theoretic generalization of on-line learning and an application to boosting
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+Prediction Games and Arcing Algorithms
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+Improved boosting algorithms using confidence-rated predictions
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+Additive logistic regression: a statistical view of boosting. (With discussion and a rejoinder by the authors)
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@@ links / mardi / name / links / mardi / name @@
+Publication:984159