Boosting high dimensional predictive regressions with time varying parameters (Q2043255): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: AdaBoost.MH / rank | |||
Normal rank | |||
Revision as of 05:07, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Boosting high dimensional predictive regressions with time varying parameters |
scientific article |
Statements
Boosting high dimensional predictive regressions with time varying parameters (English)
0 references
30 July 2021
0 references
\(L_2\) boosting
0 references
forecasting
0 references
locally stationary
0 references
parameter instability
0 references
sparsity
0 references
