A comparison of in-sample forecasting methods-Reference-Cited by-同舟云学术

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A comparison of in-sample forecasting methods

Published:2019-09 Issue: Volume:137 Page:133-154
ISSN:0167-9473
Container-title:Computational Statistics & Data Analysis
language:en
Short-container-title:Computational Statistics & Data Analysis

Author:

Bischofberger Stephan M.^ORCID,Hiabu Munir,Mammen Enno,Nielsen Jens Perch^ORCID

Funder

Deutsche ForschungsgemeinschaftDeutsche Forschungsgemeinschaft (DFG)

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability

Reference42 articles.

1. Statistical Models Based on Counting Processes;Andersen,1993

2. An alternative method of cross-validation for the smoothing of density estimates;Bowman;Biometrika,1984

3. Changes in returns to education in India, 1983–94: by gender, age-cohort and location;Duraisamy;Econ. Educ. Rev.,2002

4. Stochastic claims reserving in general insurance;England;Br. Actuar. J.,2002

5. Local Polynomial Modelling and its Applications;Fan,1996

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Calendar effect and in-sample forecasting;Insurance: Mathematics and Economics;2021-01

2. Identification of the Optimal Parameters for Forecasting the State of Technical Objects Based on the Canonical Random Sequence Decomposition;2020 IEEE 11th International Conference on Dependable Systems, Services and Technologies (DESSERT);2020-05

3. Continuous chain-ladder with paid data;Scandinavian Actuarial Journal;2019-12-06

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