Forecast-error-based estimation of forecast uncertainty when the horizon is increased

Malte Knüppel

Year of publication:	2018
Authors:	Knüppel, Malte
Published in:	International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 34.2018, 1, p. 105-116
Subject:	Multi-step-ahead forecasts \| Forecast error variance \| SUR \| Prognoseverfahren \| Forecasting model \| Prognose \| Forecast \| Statistischer Fehler \| Statistical error \| Risiko \| Risk \| Schätztheorie \| Estimation theory

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