Kling-Gupta linear regression scales the OLS coefficient vector by a variance-inflation factor based on sample moments, preserves response variance on the training set, and converges almost surely to explicit population limits while maximizing KGE but not NSE.
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3 Pith papers cite this work. Polarity classification is still indexing.
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StarTime applies a temporal tree to enable sparse or aggregated coefficient selection in high-order autoregressions and mixed-frequency regressions, with new error bounds and better simulation performance than benchmarks.
Matrix-HAR model with multi-horizon lags and renewable generation inputs improves one-week forecasts of realized covariation and spread risk premia versus standard backward-looking volatility methods in electricity markets.
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Forecasting of volatility and risk premia in electricity markets
Matrix-HAR model with multi-horizon lags and renewable generation inputs improves one-week forecasts of realized covariation and spread risk premia versus standard backward-looking volatility methods in electricity markets.