Mixed data sampling regression: Parameter selection of smoothed least squares estimator
Journal of forecasting, 2022-07, Vol.41 (4), p.718-751 [Peer Reviewed Journal]2021 John Wiley & Sons, Ltd. ;2022 John Wiley & Sons, Ltd. ;ISSN: 0277-6693 ;ISSN: 1099-131X ;EISSN: 1099-131X ;DOI: 10.1002/for.2828
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