Optimal forecasting accuracy using Lp-norm combination (Q2168554)
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scientific article; zbMATH DE number 7579337
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| English | Optimal forecasting accuracy using Lp-norm combination |
scientific article; zbMATH DE number 7579337 |
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Optimal forecasting accuracy using Lp-norm combination (English)
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31 August 2022
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Lp-norm estimators
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generalized error distribution
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forecast combination
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financial time series
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GARCH models
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