The Complexity of Forecast Testing

DOI10.3982/ECTA7163zbMath1160.91396MaRDI QIDQ3627277

Rakesh V. Vohra, Lance J. Fortnow

Publication date: 18 May 2009

Published in: Econometrica (Search for Journal in Brave)

zbMATH Keywords

predictionbounded rationalityforecast testing

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Non-Markovian processes: estimation (62M09) Applications of statistics in engineering and industry; control charts (62P30) Statistical methods; economic indices and measures (91B82) Rationality and learning in game theory (91A26) Prediction theory (aspects of stochastic processes) (60G25)

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