Relative measures of forecasting: lambda-family-measures

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

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

• Title not available (Why is that?)
• Introduction to Time Series and Forecasting
• Robust Tests for the Equality of Variances
• Forecasting with temporal hierarchies
• Rolling window selection for out-of-sample forecasting with time-varying parameters
• Theory and applications of time series analysis. Selected contributions from the sixth international conference, ITISE 2019, Granada, Spain, September 2019
• Singular Spectrum Analysis with R

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