Combining Nonparametric and Optimal Linear Time Series Predictions

Sophie Dabo-Niang, Christian Francq and Zakoïan, Jean-Michel
Authors registered in the RePEc Author Service: Jean-Michel Zakoian

Journal of the American Statistical Association, 2010, vol. 105, issue 492, 1554-1565

Date: 2010
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Working Paper: Combining Nonparametric and Optimal Linear Time Series Predictions (2009)
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