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Sevket I. Gunter
Information about the author Sevket I. Gunter will soon be added to the site.
Found
3 papers
in total
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The usefulness of heuristic N(E)RLS algorithms for combining forecasts
1997
There exists theoretical and empirical evidence on the efficiency and robustness of...
Nonnegativity Restricted Least Squares combinations
1992
In combining reasonably efficient forecasts of a time series, nonnegative weights are...
An empirical analysis of the accuracy of SA, OLS, ERLS and NRLS combination forecasts
1992
Theoretically, the efficiency of OLS combination forecasts can be improved by imposing...
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