Exploiting resampling techniques for model selection in forecasting : an empirical evaluation using out-of-sample tests
Dimitrios Sarris, Evangelos Spiliotis, Vassilios Assimakopoulos
| Year of publication: |
2020
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|---|---|
| Authors: | Sarris, Dimitrios ; Spiliotis, Evangelos ; Assimakopoulos, V. |
| Published in: |
Operational research : an international journal. - Berlin : Springer, ISSN 1866-1505, ZDB-ID 2425760-6. - Vol. 20.2020, 2, p. 701-721
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| Subject: | Forecasting | Model selection | Bootstrapping | Resampling | Out-of-sample tests | Prognoseverfahren | Forecasting model | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis | Modellierung | Scientific modelling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s12351-017-0347-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012214658