Construction and Visualization of Confidence Sets for Frequentist Distributional Forecasts (Q3391186)
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scientific article; zbMATH DE number 7499014
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| English | Construction and Visualization of Confidence Sets for Frequentist Distributional Forecasts |
scientific article; zbMATH DE number 7499014 |
Statements
Construction and Visualization of Confidence Sets for Frequentist Distributional Forecasts (English)
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28 March 2022
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animated graphics
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confidence regions
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heterogeneous autoregressive model
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probabilistic forecasts
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realized volatility
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time series models
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