An important tool in time series analysis is that of combining information in an optimal manner. Here we establish a basic combining rule of linear estimators and exemplify its use with several different problems faced by a time series analyst. A compatibility test statistic is also provided as a companion of the combining rule. This statistic plays a fundamental role for obtaining sensible results from the combination and for pointing out sorne possibly new directions of analysis
Statistical analyses always lead to results that include an imprecision to a degree. Combining infor...
This paper will motivate alternative combining schemes, provide a statistic for comparing alternativ...
International audienceA general method to combine several estimators of the same quantity is investi...
An important tool in time series analysis is that of combining information in an optimal manner. Her...
An important tool in time series analysis is that of combining information in an optimal way. Here w...
How to combine information from different sources is becoming an important statistical area of resea...
Linear combination of two statistics is considered when some prior knowledge about their expectation...
In the present paper we generalize the idea of Optimal Linear Combiners that are used to aggregate i...
In this paper we systematically compare forecasting accuracy of hypothesis testing procedures with t...
To improve the forecasting accuracies, researchers have long been using various combination techniqu...
Model combining (mixing) methods have been proposed in recent years to deal with uncertainty in mode...
This paper describes an iterative procedure for estimating true change in a time series as a linear ...
A large literature has evolved in the thirty years since the seminal work on combining forecasts. De...
Statistical analyses always lead to results that include an imprecision to a degree. Combining infor...
Abstract: Given a sufficient number of instrumental variables significantly correlated with the inve...
Statistical analyses always lead to results that include an imprecision to a degree. Combining infor...
This paper will motivate alternative combining schemes, provide a statistic for comparing alternativ...
International audienceA general method to combine several estimators of the same quantity is investi...
An important tool in time series analysis is that of combining information in an optimal manner. Her...
An important tool in time series analysis is that of combining information in an optimal way. Here w...
How to combine information from different sources is becoming an important statistical area of resea...
Linear combination of two statistics is considered when some prior knowledge about their expectation...
In the present paper we generalize the idea of Optimal Linear Combiners that are used to aggregate i...
In this paper we systematically compare forecasting accuracy of hypothesis testing procedures with t...
To improve the forecasting accuracies, researchers have long been using various combination techniqu...
Model combining (mixing) methods have been proposed in recent years to deal with uncertainty in mode...
This paper describes an iterative procedure for estimating true change in a time series as a linear ...
A large literature has evolved in the thirty years since the seminal work on combining forecasts. De...
Statistical analyses always lead to results that include an imprecision to a degree. Combining infor...
Abstract: Given a sufficient number of instrumental variables significantly correlated with the inve...
Statistical analyses always lead to results that include an imprecision to a degree. Combining infor...
This paper will motivate alternative combining schemes, provide a statistic for comparing alternativ...
International audienceA general method to combine several estimators of the same quantity is investi...
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