Forward-validation model averaging for discrete response MIDAS model

DOI10.12460/J.ISSN.1001-4268.APS.2024.2023034MaRDI QIDQ6919847zbMATH OpenFDO

Authors Can Wang, Xiaomeng Zhang, Xinyu Zhang

Publication date 8 October 2025

Published in Chinese Journal of Applied Probability and Statistics (Search for Journal in Brave)

zbMATH Keywords

optimalitymodel averagingdiscrete responseMIDAS model

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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