Efficient probabilistic forecasts for counts

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

Volumn 73, Issue 2, 2011, Pages 253-272

  Mccabe, Brendan P M ^a   Martin, Gael M ^b   Harris, David ^c  

^a UNIVERSITY OF LIVERPOOL   (United Kingdom)

^b MONASH UNIVERSITY   (Australia)

^c UNIVERSITY OF MELBOURNE   (Australia)

Author keywords

Iceberg stock market orders; Integer auto regressive model class; Non parametric efficiency; Non parametric maximum likelihood estimation; Probabilistic forecasting; Subsampling

Indexed keywords

EID: 79952311648     PISSN: 13697412     EISSN: 14679868     Source Type: Journal    
DOI: 10.1111/j.1467-9868.2010.00762.x     Document Type: Article

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