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type_genre:"Article in journal"
~type_genre:"Mehrbändiges Werk"
~subject:"Nonparametric statistics"
~isPartOf:"International journal of forecasting"
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Search: subject_exact:"Estimation theory"
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Nonparametric statistics
Estimation theory
150
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150
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113
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113
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63
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Baillie, Richard
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International journal of forecasting
Journal of econometrics
312
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Econometric theory
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1
Interactive R&D spillovers : an estimation strategy based on forecasting-driven model selection
Gioldasis, Georgios
;
Musolesi, Antonio
;
Simioni, Michel
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 144-169
Persistent link: https://www.econbiz.de/10014462785
Saved in:
2
Distributional regression and its evaluation with the CRPS : bounds and convergence of the minimax risk
Pic, Romain
;
Dombry, Clément
;
Naveau, Philippe
; …
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1564-1572
Persistent link: https://www.econbiz.de/10014465329
Saved in:
3
GoodsForecast second-place solution in M5 Uncertainty track : combining heterogeneous models for a quantile estimation task
Mamonov, Nikolay
;
Golubyatnikov, Evgeny
;
Kanevskiy, Daniel
- In:
International journal of forecasting
38
(
2022
)
4
,
pp. 1434-1441
Persistent link: https://www.econbiz.de/10014381103
Saved in:
4
Semiparametric time series models driven by latent factor
Maia, Gisele de Oliveira
;
Barreto-Souza, Wagner
; …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1463-1479
Persistent link: https://www.econbiz.de/10013274294
Saved in:
5
A prediction interval for a function-valued forecast model : application to load forecasting
Antoniadis, Anestis
;
Brossat, Xavier
;
Cugliari, Jairo
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 939-947
Persistent link: https://www.econbiz.de/10011621897
Saved in:
6
A hybrid model of kernel density estimation and quantile regression for GEFCom2014 probabilistic load forecasting
Haben, Stephen
;
Giasemidis, Georgios
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 1017-1022
Persistent link: https://www.econbiz.de/10011621987
Saved in:
7
Sequence of nonparametric models for GEFCom2014 probabilistic electric load forecasting
Mangalova, Ekaterina
;
Shesterneva, Olesya
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 1023-1028
Persistent link: https://www.econbiz.de/10011621988
Saved in:
8
Parametric vs. semiparametric long memory : comments on "Prediction from ARFIMA models : Comparison between MLE and semiparametric estimation"
Arteche, Josu
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 54-56
Persistent link: https://www.econbiz.de/10009581402
Saved in:
9
Prediction from ARFIMA models : comparisons between MLE and semiparametric estimation procedures
Baillie, Richard
;
Chaleampong Kongcharoen
;
Kapetanios, …
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 46-53
Persistent link: https://www.econbiz.de/10009581412
Saved in:
10
Shrinkage estimation of semiparametric multiplicative error models
Brownlees, Christian
;
Gallo, Giampiero M.
- In:
International journal of forecasting
27
(
2011
)
2
,
pp. 365-378
Persistent link: https://www.econbiz.de/10009247496
Saved in:
11
Errors, robustness, and the fourth quadrant
Taleb, Nassim Nicholas
- In:
International journal of forecasting
25
(
2009
)
4
,
pp. 744-759
Persistent link: https://www.econbiz.de/10003921416
Saved in:
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