Calculating the accuracy of hierarchical estimation

DOI10.1093/IMAMAN/DPP021zbMATH Open1280.91134OpenAlexW1976688431MaRDI QIDQ3576302FDOQ3576302

Authors: J. J. A. Moors, Leo W. G. Strijbosch 

Publication date: 30 July 2010

Published in: IMA Journal of Management Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imaman/dpp021

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zbMATH Keywords

aggregationhierarchical forecastingtop-down approachmoments of a product of sums

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82) Consumer behavior, demand theory (91B42)

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• Hierarchical forecasting based on AR-GARCH model in a coherent structure
• Fast moment-based estimation for hierarchical models
• Supply chain forecasting: theory, practice, their gap and the future
• Hierarchical estimation as a basis for hierarchical forecasting
• Integrated hierarchical forecasting

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