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vector autoregression
path forecast
9
simultaneous confidence region
8
Prognoseverfahren
7
Theorie
6
Zeitreihenanalyse
6
Forecasting model
5
Mahalanobis distance
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forecast uncertainty
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Joint Prediction Region
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Path Forecast
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Path forecast
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Theory
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false discovery rate
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Scheffé's S-method
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VAR model
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VAR-Modell
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simultaneous prediction intervals
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Scheffé’s S-method
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Statistischer Fehler
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error bands
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path-forecast
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's S-method
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Electric power industry
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Elektrizitätswirtschaft
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Entscheidung bei Unsicherheit
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Großbritannien
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Staszewska-Bystrova, Anna
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Jahrbücher für Nationalökonomie und Statistik
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Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik)
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Modified Scheffé’s Prediction Bands
Staszewska-Bystrova, Anna
- In:
Journal of Economics and Statistics (Jahrbuecher fuer …
233
(
2013
)
5-6
,
pp. 680-690
with a
path-forecast
. A modification of the Scheffé method is proposed which improves the coverage properties of the bands. …
Persistent link: https://www.econbiz.de/10010734008
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2
Modified Scheffé's prediction bands
Staszewska-Bystrova, Anna
- In:
Jahrbücher für Nationalökonomie und Statistik
233
(
2013
)
5/6
,
pp. 680-690
Persistent link: https://www.econbiz.de/10010193360
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