Optimal probabilistic forecasts : when do they work?
Year of publication: |
2022
|
---|---|
Authors: | Martin, Gael M. ; Loiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T. ; Ramírez, Andrés |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 38.2022, 1, p. 384-406
|
Subject: | Linear predictive pools | Optimal predictions | Predictive distributions | Proper scoring rules | Stochastic volatility with jumps | Testing equal predictive ability | Theorie | Theory | Prognoseverfahren | Forecasting model | Wahrscheinlichkeitsrechnung | Probability theory |
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