Efficient probabilistic reconciliation of forecasts for real-valued and count time series
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Publication:160068
DOI10.48550/arXiv.2210.02286zbMath1529.62043arXiv2210.02286OpenAlexW4388124552MaRDI QIDQ160068
Dario Filippo Azzimonti, Lorenzo Zambon, Giorgio Corani, Lorenzo Zambon
Publication date: 5 October 2022
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2210.02286
Computational methods for problems pertaining to statistics (62-08) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical sampling theory and related topics (62D99)
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