Heinze, Christian: A framework for spatiotemporal prediction with small and heterogeneous data - and an application to consumer price indexes -. 2016
Inhalt
- Preface
- Price level prediction
- Euclidean space basics
- Regularized least-squares estimation
- Basic convex analysis
- Regularized least-squares
- A gradient descent algorithm
- A poor man's factor model
- Transition matrix estimation
- Comments and references
- Appendix
- Prediction techniques
- Oblique approximation
- Subordinate directions
- A prediction framework
- Prediction algorithms
- Comments and references
- Appendix
- Global bibliography
- Index