Relative measures of forecasting: lambda-family-measures

DOI10.1007/978-3-031-40209-8_11MaRDI QIDQ6609950zbMATH OpenFDO

Authors Miguel Ángel Ruiz Reina

Publication date 24 September 2024

Full work available at URL https://doi.org/10.1007/978-3-031-40209-8_11

zbMATH Keywords

forecast accuracylambda theorem of accuracytime series

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 economics (62P20) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Economic time series analysis (91B84)

Cites work

• 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
• Theory of point estimation.

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