Empirical prediction intervals revisited
Year of publication: |
2014
|
---|---|
Authors: | Lee, Yun Shin ; Scholtes, Stefan |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 30.2014, 2, p. 217-234
|
Subject: | Interval forecasting | Probabilistic forecasting | Out-of-sample forecast error | Model uncertainty | Non-Gaussian distribution | Prognoseverfahren | Forecasting model | Statistischer Fehler | Statistical error | Theorie | Theory | Prognose | Forecast | Frühindikator | Leading indicator | Statistische Verteilung | Statistical distribution |
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