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.
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2007
Germany, Financial Forecasting, Analysis, Usage, Evaluation, Econometric models, Functions (Mathematics), Functional equations, Functions
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2007
User Contributions:
Comment about this article or add new information about this topic:
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.
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2001
Japan, Models, Tests, problems and exercises, Forecasting, Regression analysis, Time-series analysis, Time series analysis
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2001
User Contributions:
Comment about this article or add new information about this topic:
Subjects list: Business forecasting
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