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  • Search: subject:"Loss-based prediction"
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Year of publication
Subject
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Bayes-Statistik 2 Bayesian inference 2 Forecasting model 2 Loss-based prediction 2 Prognoseverfahren 2 Proper scoring rules 2 Stochastic process 2 Stochastischer Prozess 2 Theorie 2 Theory 2 Volatility 2 Volatilität 2 Approximate Bayesian computation 1 Auxiliary model 1 Bayesian forecasting 1 Focused Bayesian prediction 1 Forecast 1 M4 forecasting competition 1 Prognose 1 Risikomaß 1 Risk measure 1 State space model 1 Stochastic volatility model 1 Zustandsraummodell 1 expected shortfall 1 stochastic volatility model 1
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Online availability
All
Free 2
Type of publication
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Book / Working Paper 2
Type of publication (narrower categories)
All
Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Working Paper 2
Language
All
English 2
Author
All
Frazier, David T. 2 Loiza-Maya, Ruben 2 Martin, Gael M. 2 Weerasinghe, Chaya 1
Published in...
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Working paper / Department of Econometrics and Business Statistics, Monash University 2
Source
All
ECONIS (ZBW) 2
Showing 1 - 2 of 2
Cover Image
ABC-based forecasting in state space models
Weerasinghe, Chaya; Loiza-Maya, Ruben; Martin, Gael M.; … - 2023
Persistent link: https://www.econbiz.de/10014452518
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Cover Image
Focused Bayesian prediction
Loiza-Maya, Ruben; Martin, Gael M.; Frazier, David T. - 2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
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