Probabilistic forecast reconciliation under the Gaussian framework
Shanika L. Wickramasuriya
| Year of publication: |
2024
|
|---|---|
| Authors: | Wickramasuriya, Shanika L. |
| Subject: | Coherent | Hierarchical time series | Projections | Scoring rules | Prognoseverfahren | Forecasting model | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Wahrscheinlichkeitsrechnung | Probability theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2023.2181176 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014449925