A Beaufort Scale of Predictability
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Publication:2956063
DOI10.1007/978-3-319-25826-3_19zbMath1359.62362OpenAlexW2268018698MaRDI QIDQ2956063
Publication date: 16 January 2017
Published in: The Fascination of Probability, Statistics and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-25826-3_19
predictionfinancial risk managementKnightian uncertaintyprequential statisticsMandelbrot's states of randomness
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Related Items (1)
Cites Work
- Making and Evaluating Point Forecasts
- Stochastic Finance
- Present Position and Potential Developments: Some Personal Views: Statistical Theory: The Prequential Approach
- On the asymptotic joint distribution of the sum and maximum of stationary normal random variables
- Elicitation of Personal Probabilities and Expectations
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