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- W2145223957 abstract "This paper studies a procedure to combine individual forecasts that achieve theoretical optimal performance. The results apply to a wide variety of loss functions and only require a tail condition on the data sequences. The theoretical results show that the bounds are also valid in the case of time varying combination weights." @default.
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- W2145223957 date "2009-09-30" @default.
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- W2145223957 title "RECURSIVE FORECAST COMBINATION FOR DEPENDENT HETEROGENEOUS DATA" @default.
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- W2145223957 doi "https://doi.org/10.1017/s0266466609100105" @default.
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