Forecasting of density functions with an application to cross-sectional and intraday returns

Author:

Kokoszka Piotr,Miao Hong,Petersen Alexander,Shang Han Lin

Funder

United States National Science Foundation

Publisher

Elsevier BV

Subject

Business and International Management

Reference48 articles.

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2. On the prediction of stationary functional time series;Aue;Journal of the American Statistical Association,2015

3. Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t-distribution;Azzalini;Journal of the Royal Statistical Society. Series B.,2003

4. Identifying the finite dimensionality of curve time series;Bathia;The Annals of Statistics,2010

5. Coherent forecasts of mortality with compositional data analysis;Boucher;Demographic Research,2017

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