Relative measures of forecasting: lambda-family-measures

DOI10.1007/978-3-031-40209-8_11MaRDI QIDQ6609950FDOQ6609950

Authors Miguel Ángel Ruiz Reina

Publication date 24 September 2024

zbMATH Keywords

time seriesforecast accuracylambda theorem of accuracy

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Economic time series analysis (91B84) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06)

Cites work

• scientific article; zbMATH DE number 1220667 (Why is no real title available?)
• Forecasting with temporal hierarchies
• Introduction to Time Series and Forecasting
• Robust Tests for the Equality of Variances
• Rolling window selection for out-of-sample forecasting with time-varying parameters
• Singular Spectrum Analysis with R
• Theory and applications of time series analysis. Selected contributions from the sixth international conference, ITISE 2019, Granada, Spain, September 2019

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