Efficient accounting for estimation uncertainty in coherent forecasting of count processes

DOI10.1080/02664763.2021.1887104OpenAlexW3129490693MaRDI QIDQ5865424

Layth C. Alwan, Annika Homburg, Christian H. Weiß, Gabriel Frahm, Rainer Göb

Publication date: 13 June 2022

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2021.1887104

zbMATH Keywords

resamplingprediction intervalspoint forecastscount time seriesestimation errorforecast distribution

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

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