Model averaging for interval-valued data
Yuying Sun, Xinyu Zhang, Alan T.K. Wan, Shouyang Wang
| Year of publication: |
2022
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|---|---|
| Authors: | Sun, Yuying ; Zhang, Xinyu ; Wan, Alan T. K. ; Wang, Shouyang |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 301.2022, 2 (1.9.), p. 772-784
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| Subject: | Asymptotic optimality | Forecasting | Interval-valued time series | Model averaging | Vector autoregression | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Theorie | Theory | Bayes-Statistik | Bayesian inference |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2021.11.015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013207677