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报告地点:报告题目: Model averaging prediction for time series models with a diverging number of parameters报 告 人:Guohua Zou 教授 首都师范大学报告时间:2019年7月11日上午10:40-11:20报告地点:数学楼一楼第一报告厅报告摘要: An important problem with model averaging approach is the choice of weights. In this paper, a generalized Mallows model averaging (GMMA) criterion for choosing weights is develo...