EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Quantile forecasts"
Narrow search

Narrow search

Year of publication
Subject
All
Gaussian approximation 2 Value at Risk 2 count time series 2 estimation error 2 predictive performance 2 quantile forecasts 2 Estimation theory 1 Forecasting model 1 Prognoseverfahren 1 Risikomaß 1 Risk measure 1 Schätztheorie 1 Time series analysis 1 Zeitreihenanalyse 1
more ... less ...
Online availability
All
Free 2
Type of publication
All
Article 2
Type of publication (narrower categories)
All
Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
All
English 2
Author
All
Alwan, Layth C. 2 Frahm, Gabriel 2 Göb, Rainer 2 Homburg, Annika 2 Weiß, Christian 1 Weiß, Christian H. 1
Published in...
All
Econometrics 1 Econometrics : open access journal 1
Source
All
ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
Cover Image
Evaluating Approximate Point Forecasting of Count Processes
Homburg, Annika; Weiß, Christian H.; Alwan, Layth C.; … - In: Econometrics 7 (2019) 3, pp. 1-28
In forecasting count processes, practitioners often ignore the discreteness of counts and compute forecasts based on Gaussian approximations instead. For both central and non-central point forecasts, and for various types of count processes, the performance of such approximate point forecasts is...
Persistent link: https://www.econbiz.de/10012696245
Saved in:
Cover Image
Evaluating Approximate Point Forecasting of Count Processes
Homburg, Annika; Weiß, Christian; Alwan, Layth C.; … - In: Econometrics : open access journal 7 (2019) 3/30
In forecasting count processes, practitioners often ignore the discreteness of counts and compute forecasts based on Gaussian approximations instead. For both central and non-central point forecasts, and for various types of count processes, the performance of such approximate point forecasts is...
Persistent link: https://www.econbiz.de/10012161530
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...