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Periodic integration: further results on model selection and forecasting

✍ Scribed by Philip Hans Franses; Richard Paap


Book ID
112939677
Publisher
Springer-Verlag
Year
1996
Tongue
English
Weight
955 KB
Volume
37
Category
Article
ISSN
0932-5026

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Further results on forecasting and model
✍ Peter F. Christoffersen; Francis X. Diebold πŸ“‚ Article πŸ“… 1996 πŸ› John Wiley and Sons 🌐 English βš– 606 KB

We make three related contributions. First, we propose a new technique for solving prediction problems under asymmetric loss using piecewise-linear approximations to the loss function, and we establish existence and uniqueness of the optimal predictor. Second, we provide a detailed application to op