Comparison of the effectiveness of forecasts obtained by means of selected probability functions with respect to forecast error distributions
DOI10.1080/03610918.2015.1100734zbMath1422.62369OpenAlexW1908179090MaRDI QIDQ4976557
Krzysztof Dmytrów, Mariusz Doszyń, Ghazi Shukur
Publication date: 31 July 2017
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2015.1100734
time seriesforecastingprobability distributionsunbiasednessforecastsforecasting accuracyforecast errors distributions
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Exact distribution theory in statistics (62E15)
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