Evaluation of forecasts in AR models with outliers (Q1326792): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: LEVINSON-TYPE RECURSIVE ALGORITHMS FOR LEAST-SQUARES AUTOREGRESSION / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Robust Estimation of a Location Parameter / rank | |||
Normal rank | |||
Latest revision as of 16:25, 22 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Evaluation of forecasts in AR models with outliers |
scientific article |
Statements
Evaluation of forecasts in AR models with outliers (English)
0 references
8 June 1994
0 references
robust procedures
0 references
ex-post evaluation of forecasts
0 references
forecast errors
0 references
time series
0 references
mean squared error
0 references
mean absolute error
0 references
simulation
0 references
autoregressive models
0 references
outliers
0 references
