Optimal out-of-sample forecast evaluation under stationarity
Year of publication: |
2023
|
---|---|
Authors: | Staněk, Filip |
Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 42.2023, 8, p. 2249-2279
|
Subject: | cross-validation | forecast evaluation | loss estimation | model selection |
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