Selection of estimation window in the presence of breaks (Q278494)

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scientific article; zbMATH DE number 6576080
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    Selection of estimation window in the presence of breaks
    scientific article; zbMATH DE number 6576080

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      Selection of estimation window in the presence of breaks (English)
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      2 May 2016
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      parameter instability
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      forecasting with breaks
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      choice of observation window
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      forecast combination
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