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  5. Efficient accounting for estimation uncertainty in coherent forecasting of count processes
 
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Efficient accounting for estimation uncertainty in coherent forecasting of count processes

Publication date
2021-02-15
Document type
Forschungsartikel
Author
Weiß, Christian H. 
Homburg, Annika
Frahm, Gabriel 
Alwan, Layth C.
Göb, Rainer
Organisational unit
Quantitative Methoden der Wirtschaftswissenschaften 
DOI
10.1080/02664763.2021.1887104
URI
https://openhsu.ub.hsu-hh.de/handle/10.24405/18336
Publisher
Taylor & Francis
Series or journal
Journal of applied statistics
ISSN
1360-0532
Periodical volume
49
Periodical issue
8
First page
1957
Last page
1978
Peer-reviewed
✅
Part of the university bibliography
✅
  • Additional Information
Language
English
Keyword
Count time series
Estimation error
Forecast distribution
Point forecasts
Prediction intervals
Resampling
Description
This is an Open Access article distributed under the terms of the Creative Commons Attribution-NonCommercial-NoDerivatives License (http://creativecommons.org/licenses/by-nc-nd/4.0/).
Version
Published version
Access right on openHSU
Metadata only access

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