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In-sample confidence bands and out-of-sample forecast bands for time-varying parameters : some comments
Forbes, Catherine Scipione - In: International journal of forecasting 32 (2016) 3, pp. 888-890
Persistent link: https://www.econbiz.de/10011621862
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Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models
Ng, Jason; Forbes, Catherine Scipione; Martin, Gael M.; … - In: International journal of forecasting 29 (2013) 3, pp. 411-430
Persistent link: https://www.econbiz.de/10009787038
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Rejoinder to the discussion "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models"
Blasques, Francisco; Koopman, Siem Jan; Łasak, Katarzyna; … - In: International journal of forecasting 32 (2016) 3, pp. 893-894
Persistent link: https://www.econbiz.de/10011621879
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Bayesian density forecasting of intraday electricity prices using multivariate skew t distributions
Panagiotelis, Anastasios; Smith, Michael - In: International journal of forecasting 24 (2008) 4, pp. 710-727
Persistent link: https://www.econbiz.de/10008143082
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Bayesian density forecasting of intraday electricity prices using multivariate skew t distributions
Panagiotelis, Anastasios; Smith, Michael - In: International journal of forecasting 24 (2008) 4, pp. 710-728
Persistent link: https://www.econbiz.de/10008897457
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Bayesian density forecasting of intraday electricity prices using multivariate skew t distributions
Panagiotelis, Anastasios; Smith, Michael - In: International journal of forecasting 24 (2008) 4, pp. 710-727
Persistent link: https://www.econbiz.de/10003808377
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Forecast reconciliation : A geometric view with new insights on bias correction
Panagiotelis, Anastasios; Athanasopoulos, George; … - In: International journal of forecasting 37 (2021) 1, pp. 343-359
Persistent link: https://www.econbiz.de/10012692725
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Macroeconomic forecasting for Australia using a large number of predictors
Panagiotelis, Anastasios; Athanasopoulos, George; … - In: International journal of forecasting 35 (2019) 2, pp. 616-633
Persistent link: https://www.econbiz.de/10012300705
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Forecasting : theory and practice
Petropoulos, Fotios; Apiletti, Daniele; Assimakopoulos, V. - In: International journal of forecasting 38 (2022) 3, pp. 705-871
Persistent link: https://www.econbiz.de/10013349395
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Editorial: innovations in hierarchical forecasting
Athanasopoulos, George; Hyndman, Rob J.; Kourentzes, … - In: International journal of forecasting 40 (2024) 2, pp. 427-429
Persistent link: https://www.econbiz.de/10014547167