Monte Carlo forecast evaluation with persistent data
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 | Prognoseverfahren | Forecasting model | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Statistischer Test | Statistical test |
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