Jordà, Òscar; Knüppel, Malte; Marcellino, Massimiliano - In: International Journal of Forecasting 29 (2013) 3, pp. 456-468
This paper investigates the problem of constructing prediction regions for forecast trajectories 1 to H periods into … the future—a path forecast. When the null model is only approximative, or completely unavailable, one cannot either derive …