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Efficient accounting for estimation uncertainty in coherent forecasting of count processes |
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| Authors: | Christian H. Weiß ,Annika Homburg,Layth C. Alwan,Gabriel Frahm,Rainer Gö b |
| Affiliation: | aDepartment of Mathematics and Statistics, Helmut Schmidt University, Hamburg, Germany;bSheldon B. Lubar School of Business, University of Wisconsin-Milwaukee, Milwaukee, WI, USA;cInstitute of Mathematics, Department of Statistics, University of Würzburg, Würzburg, Germany |
| Abstract: | |
| Keywords: | Count time series estimation error forecast distribution point forecasts prediction intervals resampling |