Penalized Averaging of Parametric and Non-Parametric Quantile Forecasts.
- Published in:
- Journal of Time Series Econometrics, 2020, v. 12, n. 1, p. 1, doi. 10.1515/jtse-2019-0021
- By:
- Publication type:
- Article
Works matching IS 19411928 AND DT 2020 AND VI 12 AND IP 1
Results: 8
1
2
A Comparison of Hurst Exponent Estimators in Long-range Dependent Curve Time Series.
- Published in:
- Journal of Time Series Econometrics, 2020, v. 12, n. 1, p. 1, doi. 10.1515/jtse-2019-0009
- By:
- Publication type:
- Article
3
Cointegrated Dynamics for a Generalized Long Memory Process: Application to Interest Rates.
- Published in:
- Journal of Time Series Econometrics, 2020, v. 12, n. 1, p. 1, doi. 10.1515/jtse-2018-0024
- By:
- Publication type:
- Article
4
Checking Model Adequacy for Count Time Series by Using Pearson Residuals.
- Published in:
- Journal of Time Series Econometrics, 2020, v. 12, n. 1, p. 1, doi. 10.1515/jtse-2018-0018
- By:
- Publication type:
- Article
5
Penalized Averaging of Parametric and Non-Parametric Quantile Forecasts.
- Published in:
- Journal of Time Series Econometrics, 2020, v. 12, n. 1, p. 1, doi. 10.1515/jtse-2019-0021
- By:
- Publication type:
- Article
6
A Comparison of Hurst Exponent Estimators in Long-range Dependent Curve Time Series.
- Published in:
- Journal of Time Series Econometrics, 2020, v. 12, n. 1, p. 1, doi. 10.1515/jtse-2019-0009
- By:
- Publication type:
- Article
7
Cointegrated Dynamics for a Generalized Long Memory Process: Application to Interest Rates.
- Published in:
- Journal of Time Series Econometrics, 2020, v. 12, n. 1, p. 1, doi. 10.1515/jtse-2018-0024
- By:
- Publication type:
- Article
8
Checking Model Adequacy for Count Time Series by Using Pearson Residuals.
- Published in:
- Journal of Time Series Econometrics, 2020, v. 12, n. 1, p. 1, doi. 10.1515/jtse-2018-0018
- By:
- Publication type:
- Article