Optimal Probabilistic Forecasts for Counts
Year of publication: |
2009-08
|
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Authors: | McCabe, Brendan P.M. ; Martin, Gael M. ; Harris, David |
Institutions: | Department of Econometrics and Business Statistics, Monash Business School |
Subject: | Nonparametric Inference | Asymptotic Efficiency | Count Time Series | INAR Model Class | Bootstrap Distributions | Iceberg Stock Market Orders |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 7/09 41 pages |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications |
Source: |
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Poskitt, D. S., (2005)
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