A note on the estimation of optimal weights for density forecast combinations
Laurent L. Pauwels, Andrey L. Vasnev
| Year of publication: |
April-June 2016
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| Authors: | Pauwels, Laurent L. ; Vasnev, Andrey L. |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 32.2016, 2, p. 391-397
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| Subject: | Forecast combination | Density forecast | Optimization | Optimal weight | Discrete choice models | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution | Theorie | Theory | Diskrete Entscheidung | Discrete choice |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2015.09.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011597122