Probabilistic forecast reconciliation under the Gaussian framework
Shanika L. Wickramasuriya
| Year of publication: |
2024
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|---|---|
| Authors: | Wickramasuriya, Shanika L. |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 42.2024, 1, p. 272-285
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| Subject: | Coherent | Hierarchical time series | Projections | Scoring rules | Theorie | Theory | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Wahrscheinlichkeitsrechnung | Probability theory |
freely available
| 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