On efficient point prediction systems

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 60, Issue 4, 1998, Pages 765-780

  Skouras, Kostas ^a   Dawid, A Philip ^a  

^a UNIVERSITY COLLEGE LONDON   (United Kingdom)

Author keywords

Efficiency; Optimal predictors; Point prediction systems; Predictive inference; Prequential inference; Stochastic regression; Time series

Indexed keywords

EID: 0013082873     PISSN: 13697412     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9868.00153     Document Type: Article

References (13)

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