Monte Carlo forecast evaluation with persistent data
Lynda Khalaf, Charles J. Saunders
| Year of publication: |
January-March 2017
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|---|---|
| Authors: | Khalaf, Lynda ; Saunders, Charles J. |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 33.2017, 1, p. 1-10
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| Subject: | Evaluating forecasts | Model selection | Stationarity | Statistical tests | Monte Carlo | Finite sample tests | Monte-Carlo-Simulation | Monte Carlo simulation | Prognoseverfahren | Forecasting model | Statistischer Test | Statistical test | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Stichprobenerhebung | Sampling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2016.06.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011754679