A flexible predictive density combination for large financial data sets in regular and crisis periods (Q6090582)
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scientific article; zbMATH DE number 7767729
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| English | A flexible predictive density combination for large financial data sets in regular and crisis periods |
scientific article; zbMATH DE number 7767729 |
Statements
A flexible predictive density combination for large financial data sets in regular and crisis periods (English)
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17 November 2023
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density combination
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large set of predictive densities
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dynamic factor models
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nonlinear state-space
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Bayesian inference
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