Construction and Visualization of Confidence Sets for Frequentist Distributional Forecasts

DOI10.1080/10618600.2018.1476252OpenAlexW2742762338MaRDI QIDQ3391186

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Publication date: 28 March 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10618600.2018.1476252

zbMATH Keywords

confidence regionsrealized volatilitytime series modelsheterogeneous autoregressive modelprobabilistic forecastsanimated graphics

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Efficient accounting for estimation uncertainty in coherent forecasting of count processes

Uses Software

• R.matlab
• animation

Cites Work

• Unnamed Item
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• Predictive Model Assessment for Count Data

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