Time-varying forecast combination for high-dimensional data (Q6090590)

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scientific article; zbMATH DE number 7767735
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Time-varying forecast combination for high-dimensional data
scientific article; zbMATH DE number 7767735

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    Time-varying forecast combination for high-dimensional data (English)
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    17 November 2023
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    cross validation
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    forecast combination
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    high dimension
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    local linear estimation
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    SCAD
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    sparsity
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