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Search: subject:"Forward-validation"
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Asymptotic optimality
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multifold forward-validation
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Cai, Zongwu
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Sun, Yuying
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A new nonparametric combination forecasting with structural breaks
Cai, Zongwu
;
Gunawan
;
Sun, Yuying
-
2024
Persistent link: https://www.econbiz.de/10015076828
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2
Optimal local model averaging for divergent-dimensional functional-coefficient regressions
Sun, Yuying
;
Hong, Shaoxin
;
Cai, Zongwu
-
2023
Persistent link: https://www.econbiz.de/10014414241
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3
Optimal model averaging based on
forward-validation
Zhang, Xiaomeng
;
Zhang, Xinyu
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471810
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