Assessing point forecast accuracy by stochastic loss distance
Year of publication: |
May 2015
|
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Authors: | Diebold, Francis X. ; Shin, Minchul |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 130.2015, p. 37-38
|
Subject: | Forecast evaluation | Forecast ranking | Expected loss | Absolute-error loss | Quadratic loss | Squared-error loss | Theorie | Theory | Prognoseverfahren | Forecasting model | Verlust | Loss |
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