In-sample forecasting: a brief review and new algorithms

MaRDI QIDQ4580336zbMATHFDO

Authors

Publication date 15 August 2018

Full work available at URL http://alea.impa.br/articles/v15/15-33.pdf

zbMATH Keywords

forecastdensity estimationkernel smoothingbackfittingchain ladderstructured nonparametric modelsUK mesothelioma mortalityage-cohort models

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Inference from stochastic processes and prediction (62M20)

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Cites work

• scientific article; zbMATH DE number 3535474 (Why is no real title available?)
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Cited in

(4)

• Operational time and in-sample density forecasting
• Smooth Backfitting of Proportional Hazards With Multiplicative Components
• Calendar effect and in-sample forecasting
• A comparison of in-sample forecasting methods

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• DCL

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