Penalized Adaptive Method in Forecasting with Large Information Set and Structure Change
نویسندگان
چکیده
منابع مشابه
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1 Department of Mathematics and Computer Science, Augusta State University, Augusta, GA 30904, USA [email protected] 2 School of Computer Science, University of Adelaide, Adelaide, SA 5005, Australia, Institute of Computer Science, Polish Academy of Sciences, ul. Ordona 21, 01-237 Warsaw, Poland, and Polish-Japanese Institute of Information Technology, ul. Koszykowa 86, 02-008 Warsaw, Poland zbys...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2017
ISSN: 1556-5068
DOI: 10.2139/ssrn.3035881