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Nonparametric density forecast based on time- and state-domain

✍ Scribed by João Nicolau


Book ID
102216213
Publisher
John Wiley and Sons
Year
2010
Tongue
English
Weight
449 KB
Volume
30
Category
Article
ISSN
0277-6693

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✦ Synopsis


We propose a new nonparametric density forecast based on time-and statedomain smoothing. We analyze some of its asymptotic properties and provide an empirical illustration.


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