Finite sample weighting of recursive forecast errors
Year of publication: |
April-June 2016
|
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Authors: | Brooks, Chris ; Burke, Simon P. ; Stanescu, Silvia |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 32.2016, 2, p. 458-474
|
Subject: | Forecast evaluation | Forecast comparison | Recursive model estimation | Mean squared error | Forecast weighting scheme | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Statistischer Fehler | Statistical error |
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