Adaptive Forecasting Models Based on Predictive Distributions

DOI10.1287/MNSC.24.10.977MaRDI QIDQ4164227zbMATH OpenOpenAlexFDO

Authors Robert L. Winkler, Wayne Smith, R. B. Kulkarni

Publication date 1978

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.24.10.977

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

Cited in

(1)

• Benchmarks in univariate time-series forecasting: a historical and methodological review

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