Correction note: ``Approaches for multi-step density forecasts with application to aggregated wind power

DOI10.1214/10-AOAS320CORRMaRDI QIDQ542993zbMATH OpenFDO

Authors Ada Lau, Patrick E. McSharry

Publication date 20 June 2011

Published in The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/10-AOAS320CORR

zbMATH Keywords

ARIMA-GARCH modelcontinuous ranked probability scoreexponential smoothinglogistic transformationnon-Gaussian time seriestruncated normal distribution

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Applications of statistics to environmental and related topics (62P12) Monte Carlo methods (65C05)

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