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Optimal forecast combinations under general loss functions and forecast error distributions - MaRDI portal

Optimal forecast combinations under general loss functions and forecast error distributions (Q2439089)

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English
Optimal forecast combinations under general loss functions and forecast error distributions
scientific article

    Statements

    title
    Optimal forecast combinations under general loss functions and forecast error distributions (English)
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    author
    Graham Elliott
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    Allan G. Timmermann
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    publication date
    7 March 2014
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    zbMATH Keywords
    forecast combination
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    loss function
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    asymmetric loss
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    Identifiers

    zbMATH DE Number
    6266328
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    OpenAlex ID
    W3124203304
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