Model averaging for asymptotically optimal combined forecasts
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Economics and Econometrics
Reference59 articles.
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1. Post Averaging Inference Under Heteroskedasticity;Journal of Systems Science and Complexity;2024-07-27
2. Adaptive selection and optimal combination scheme of candidate models for real-time integrated prediction of urban flood;Journal of Hydrology;2023-11
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