Nonparametric density forecast based on time‐ and state‐domain

We propose a new nonparametric density forecast based on time- and state‐domain smoothing. We analyze some of its asymptotic properties and provide an empirical illustration. Copyright (C) 2010 John Wiley & Sons, Ltd.

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Year of publication:	2011
Authors:	Nicolau, João
Published in:	Journal of Forecasting. - John Wiley & Sons, Ltd.. - Vol. 30.2011, 8, p. 706-720
Publisher:	John Wiley & Sons, Ltd.
Subject:	density forecasts \| nonparametric methods \| earnings forecast \| time series

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010990717