Assessing distributional properties of forecast errors for fan-chart modelling
Year of publication: |
2020
|
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Authors: | Vávra, Marián |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 59.2020, 6, p. 2841-2858
|
Subject: | Normality | Symmetry | Forecast errors | Prediction interval | Fan-chart | Sieve bootstrap | Prognoseverfahren | Forecasting model | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | Statistischer Fehler | Statistical error | Statistische Verteilung | Statistical distribution |
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