Time-varying forecast combination for high-dimensional data (Q6090590)
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scientific article; zbMATH DE number 7767735
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| English | 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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