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Break Detectability and Mean Square Forecast Error Ratios for Selecting Estimation Windows - MaRDI portal

Break Detectability and Mean Square Forecast Error Ratios for Selecting Estimation Windows

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Publication:4687295

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DOI10.1002/FOR.1240zbMath1397.62332OpenAlexW1764002690MaRDI QIDQ4687295

Hildegart A. Ahumada

Publication date: 11 October 2018

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/for.1240

zbMATH Keywords

break tests forecast error window selection

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

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