Toward optimal model averaging in regression models with time series errors

22 March 2015

Papers citing "Toward optimal model averaging in regression models with time series errors"

3 / 3 papers shown

Title
Mallows-type model averaging: Non-asymptotic analysis and all-subset combination Jingfu Peng MoMe 165 0 0 05 May 2025
Asymptotic normality of the time-domain generalized least squares estimator for linear regression models Hien Nguyen 15 0 0 09 Feb 2019
Estimation of inverse autocovariance matrices for long memory processes C. Ing Hai-Tang Chiou M. Guo 55 13 0 17 Mar 2016