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Yang, 2004 - Google Patents

Combining forecasting procedures: some theoretical results

Yang, 2004

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Document ID
1662698356577573811
Author
Yang Y
Publication year
Publication venue
Econometric Theory

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Snippet

We study some methods of combining procedures for forecasting a continuous random variable. Statistical risk bounds under the square error loss are obtained under distributional assumptions on the future given the current outside information and the past observations …
Continue reading at www.researchgate.net (PDF) (other versions)

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    • G06N99/00—Subject matter not provided for in other groups of this subclass
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