Adjusting for information content when comparing forecast performance
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Publication:4687637
DOI10.1002/FOR.2470zbMath1397.62030OpenAlexW2562283712MaRDI QIDQ4687637
André Reslow, Ted Aranki, Michael K. Andersson
Publication date: 12 October 2018
Published in: Journal of Forecasting (Search for Journal in Brave)
Full work available at URL: http://www.riksbank.se/Documents/Rapporter/Working_papers/2016/rap_wp328_160915.pdf
Inference from stochastic processes and prediction (62M20) Numerical methods (including Monte Carlo methods) (91G60) Statistical aspects of fuzziness, sufficiency, and information (62B86)
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