Online forecast combinations of distributions: Worst case bounds
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Wei, Xiaoqiao & Yang, Yuhong, 2012. "Robust forecast combinations," Journal of Econometrics, Elsevier, vol. 166(2), pages 224-236.
- Sánchez, Ismael, 2008. "Adaptive combination of forecasts with application to wind energy," International Journal of Forecasting, Elsevier, vol. 24(4), pages 679-693.
- Sancetta, A., 2007. "Online Forecast Combination for Dependent Heterogeneous Data," Cambridge Working Papers in Economics 0718, Faculty of Economics, University of Cambridge.
- Yongchen Zhao, 2015.
"Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms,"
2015-005, The George Washington University, Department of Economics, Research Program on Forecasting.
- Yongchen Zhao, 2015. "Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms," Working Papers 2015-04, Towson University, Department of Economics, revised Dec 2015.
- repec:eee:insuma:v:77:y:2017:i:c:p:38-48 is not listed on IDEAS
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