Boosting techniques for nonlinear time series models

AStA Advances in Statistical Analysis

Volumn 96, Issue 1, 2012, Pages 99-122

  Robinzonov, Nikolay ^a   Tutz, Gerhard ^a   Hothorn, Torsten ^a  

^a UNIVERSITY OF MUNICH   (Germany)

Author keywords

Autoregressive additive models; Componentwise boosting; Forecasting; Lag selection; Nonlinear times series

Indexed keywords

EID: 84903132756     PISSN: 18638171     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10182-011-0163-4     Document Type: Article

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