PMF forecasting for count processes: a comprehensive performance analysis

DOI10.1007/978-3-031-14197-3_6MaRDI QIDQ6601927

Annika Homburg, Rainer Göb, Layth C. Alwan, Gabriel Frahm, Christian H. Weiß

Publication date: 11 September 2024

zbMATH Keywords

mean squared errorcount time seriesestimation errorforecast distributioncoherent forecasting

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06)

This page was built for publication: PMF forecasting for count processes: a comprehensive performance analysis