Benchmark forecast and error modeling

DOI10.1002/FOR.2439MaRDI QIDQ4687616zbMATH OpenOpenAlexFDO

Authors Zhao-Guo Chen, Ka Ho Wu

Publication date 12 October 2018

Published in Journal of Forecasting (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/for.2439

zbMATH Keywords

autocorrelationbenchmarking predictionerror modeling proceduresregressionstandard deviation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Rounding, estimation, theory of errors (educational aspects) (97N20)

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