Efficient accounting for estimation uncertainty in coherent forecasting of count processes

Publication date
2021-02-15
Document type
Forschungsartikel
Author
Homburg, Annika
Alwan, Layth C.
Göb, Rainer
Organisational unit
DOI
URI
ISSN
Series or journal
Journal of applied statistics
Periodical volume
49
Periodical issue
8
First page
1957
Last page
1978
Peer-reviewed
✅
Part of the university bibliography
✅
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