Sampling Distributions of Post-Sample Forecasting Errors

DOI10.2307/2348063MaRDI QIDQ3489236zbMATH OpenOpenAlexFDO

Authors Spyros Makridakis, Robert L. Winkler

Publication date 1989

Published in Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2348063

zbMATH Keywords

sampling distributionsforecasting methodologyMakridakis competitionmodel fitting errorspost-sample errors

Mathematics Subject Classification ID

Point estimation (62F10) Inference from stochastic processes and prediction (62M20)

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• An investigation of model selection criteria for neural network time series forecasting
• Applied regression analysis bibliography update 1988-89

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