Online forecast combinations of distributions: Worst case bounds

Journal of Econometrics

Volumn 141, Issue 2, 2007, Pages 621-651

  Sancetta, Alessio ^a  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

Expert; Forecast combination; Multiplicative update; Non asymptotic bound; On line learning

Indexed keywords

ALGORITHMS; DATA REDUCTION; DISTRIBUTION FUNCTIONS; MATHEMATICAL MODELS; ONLINE SYSTEMS;

FORECAST COMBINATION; MULTIPLICATIVE UPDATE; NON-ASYMPTOTIC BOUND; ON-LINE LEARNING;

FORECASTING;

EID: 34848879195     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2006.10.010     Document Type: Article

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