Managing distribution changes in time series prediction (Q2488884)
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scientific article; zbMATH DE number 5023236
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| English | Managing distribution changes in time series prediction |
scientific article; zbMATH DE number 5023236 |
Statements
Managing distribution changes in time series prediction (English)
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16 May 2006
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Box-Cox transformations
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GARCH
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Genetic algorithms
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Heteroskedasticity
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Hypernormal distribution
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Model selection
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0.7171302437782288
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0.7162948846817017
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0.714682936668396
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0.7131746411323547
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0.705354630947113
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