Bootstrap based probability forecasting in multiplicative error models (Q2224997)
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scientific article; zbMATH DE number 7306290
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| English | Bootstrap based probability forecasting in multiplicative error models |
scientific article; zbMATH DE number 7306290 |
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Bootstrap based probability forecasting in multiplicative error models (English)
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4 February 2021
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multiplicative error model
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bootstrap
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probability forecast
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goodness-of-fit
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multi-step forecast
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0.7778418660163879
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0.7629113793373108
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0.7611218690872192
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0.7528187036514282
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0.7488830089569092
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