Efficient Probabilistic Forecasts for Counts
From MaRDI portal
Publication:4631610
DOI10.1111/j.1467-9868.2010.00762.xzbMath1411.62086OpenAlexW1918893774MaRDI QIDQ4631610
No author found.
Publication date: 12 April 2019
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9868.2010.00762.x
subsamplingprobabilistic forecastingnonparametric efficiencyiceberg stock market ordersinteger autoregressive model classnon-parametric maximum likelihood estimation
Inference from stochastic processes and prediction (62M20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Related Items
Random rounded integer-valued autoregressive conditional heteroskedastic process, Bayesian nonparametric forecasting for INAR models, The first-order random coefficient integer valued autoregressive process with the occasional level shift random noise based on dual empirical likelihood, Some estimation and forecasting procedures in Possion-Lindley INAR(1) process, Nonstationary INAR(1) process with \(q\)th-order autocorrelation innovation, Regularized estimation in GINAR(\(p\)) process, Forecasting transaction counts with integer-valued GARCH models, A threshold mixed count time series model: estimation and application, Negative Binomial Autoregressive Process with Stochastic Intensity, Integer-valued AR processes with Hermite innovations and time-varying parameters: An application to bovine fallen stock surveillance at a local scale, Probabilistic forecasts of volatility and its risk premia, Bivariate integer-autoregressive process with an application to mutual fund flows, Model-based INAR bootstrap for forecasting INAR\((p)\) models, SEMIPARAMETRIC INDEPENDENCE TESTING FOR TIME SERIES OF COUNTS AND THE ROLE OF THE SUPPORT, Thinning-based models in the analysis of integer-valued time series: a review, Construction and Visualization of Confidence Sets for Frequentist Distributional Forecasts, Random environment binomial thinning integer-valued autoregressive process with Poisson or geometric marginal, Calibration tests for count data, Efficient accounting for estimation uncertainty in coherent forecasting of count processes, First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations
