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Evaluating probability forecasts in terms of refinement and strictly proper scoring rules
Krämer, Walter - In: Journal of forecasting 25 (2006) 3, pp. 223-226
Persistent link: https://www.econbiz.de/10003318082
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On assessing the relative performance of default predictions
Krämer, Walter - In: Journal of forecasting 36 (2017) 7, pp. 854-858
Persistent link: https://www.econbiz.de/10011860762
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Optimal forecasts in the presence of discrete structural breaks under long memory
Mboya, Mwasi Paza; Sibbertsen, Philipp - In: Journal of forecasting 42 (2023) 7, pp. 1889-1908
Persistent link: https://www.econbiz.de/10014432798
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Evaluating probability forecasts in terms of refinement and strictly proper scoring rules
Krämer, Walter - In: Journal of forecasting 25 (2006) 3, pp. 223
Persistent link: https://www.econbiz.de/10006870947