Robust Forecasting of Non-Stationary Time Series

C. Croux, R. Fried, I. Gijbels and K. Mahieu

No 2010-105, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: Heteroscedasticity; Non-parametric regression; Prediction; Outliers; Robustness (search for similar items in EconPapers)
Date: 2010
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