Empirical prediction intervals for additive Holt-Winters methods under misspecification
Boning Yang, Xinyi Tang, Chun Yip Yau
| Year of publication: |
2024
|
|---|---|
| Authors: | Yang, Boning ; Tang, Xinyi ; Yau, Chun Yip |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 43.2024, 3, p. 754-770
|
| Subject: | forecasting | invertible model | model misspecification | unconditional prediction interval | Prognoseverfahren | Forecasting model | Modellierung | Scientific modelling | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.3053 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014532381