A flexible semiparametric forecasting model for time series (Q494408): Difference between revisions
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| Property / author: Oliver B. Linton / rank | |||
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62G08 / rank | |||
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| Property / Mathematics Subject Classification ID: 62G20 / rank | |||
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| Property / Mathematics Subject Classification ID: 62M20 / rank | |||
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| Property / Mathematics Subject Classification ID: 91B84 / rank | |||
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| Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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| Property / zbMATH DE Number: 6477254 / rank | |||
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| Property / zbMATH Keywords | |||
forecasting | |||
| Property / zbMATH Keywords: forecasting / rank | |||
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marginal regression | |||
| Property / zbMATH Keywords: marginal regression / rank | |||
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model averaging | |||
| Property / zbMATH Keywords: model averaging / rank | |||
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kernel estimation | |||
| Property / zbMATH Keywords: kernel estimation / rank | |||
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near epoch dependence | |||
| Property / zbMATH Keywords: near epoch dependence / rank | |||
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semiparametric estimation | |||
| Property / zbMATH Keywords: semiparametric estimation / rank | |||
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Revision as of 22:37, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A flexible semiparametric forecasting model for time series |
scientific article |
Statements
A flexible semiparametric forecasting model for time series (English)
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1 September 2015
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forecasting
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marginal regression
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model averaging
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kernel estimation
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near epoch dependence
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semiparametric estimation
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