On the Comparison of Interval Forecasts
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Publication:4556520
DOI10.1111/jtsa.12426zbMath1402.62193OpenAlexW2890970784MaRDI QIDQ4556520
Francis X. Diebold, Minchul Shin, Frank Schorfheide, Ross Askanazi
Publication date: 16 November 2018
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12426
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric tolerance and confidence regions (62F25)
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