Optimal forecast intervals under asymmetric loss
Article Abstract:
The evaluation of a model to determine the optimality criterion, during the measurement of forecast intervals based on the general loss function, is described.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2007
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Misspecified prediction for time series
Article Abstract:
The misspecified forecasting problem is utilized for time series regression analysis. Numerical studies and theorem proofs are provided.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2001
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