Optimal out-of-sample forecast evaluation under stationarity
Filip Staněk
| Year of publication: |
2023
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|---|---|
| Authors: | Staněk, Filip |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 42.2023, 8, p. 2249-2279
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| Subject: | cross-validation | forecast evaluation | loss estimation | model selection | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Statistischer Fehler | Statistical error | Statistischer Test | Statistical test |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.3013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014432888