Optimal model averaging based on forward-validation (Q6090575)
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scientific article; zbMATH DE number 7767724
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| English | Optimal model averaging based on forward-validation |
scientific article; zbMATH DE number 7767724 |
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Optimal model averaging based on forward-validation (English)
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17 November 2023
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model averaging
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forward-validation
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asymptotic optimality
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forecasting
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minimum risk
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window size
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