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Multi-step Estimators and Shrinkage Effect in Time Series Models
Aug. 9, 2023, 10:14 a.m. | Ivan Svetunkov
R-bloggers www.r-bloggers.com
Authors: Ivan Svetunkov, Nikos Kourentzes, Rebecca Killick Journal: Computational Statistics Abstract: Many modern statistical models are used for both insight and prediction when applied to data. When models are used for prediction one should optimise parameters through a prediction error loss function. Estimation methods based on multiple steps ahead forecast ...
Continue reading: Multi-step Estimators and Shrinkage Effect in Time Series Models
abstract authors computational data error forecast function insight loss modern multiple prediction r bloggers rebecca series shrinkage statistical statistics through time series
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