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Assessment of probabilistic forecasts: Proper scoring rules and moments. / Tsyplakov, Alexander.

в: Applied Econometrics, Том 27, № 3, 01.01.2012, стр. 115-132.

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Harvard

Tsyplakov, A 2012, 'Assessment of probabilistic forecasts: Proper scoring rules and moments', Applied Econometrics, Том. 27, № 3, стр. 115-132.

APA

Tsyplakov, A. (2012). Assessment of probabilistic forecasts: Proper scoring rules and moments. Applied Econometrics, 27(3), 115-132.

Vancouver

Tsyplakov A. Assessment of probabilistic forecasts: Proper scoring rules and moments. Applied Econometrics. 2012 янв. 1;27(3):115-132.

Author

Tsyplakov, Alexander. / Assessment of probabilistic forecasts: Proper scoring rules and moments. в: Applied Econometrics. 2012 ; Том 27, № 3. стр. 115-132.

BibTeX

@article{1b85b71616624dde93bd6e49ab013171,
title = "Assessment of probabilistic forecasts: Proper scoring rules and moments",
abstract = "The article provides an overview of probabilistic forecasting and discusses a theoretical approach to assessing the quality of density forecasts, based on proper scoring rules and moments. An artificial example of predicting second-order autoregression and an example of predicting RTSI stock index are used to try out this approach",
author = "Alexander Tsyplakov",
note = "Цыплаков А.А. Оценка качества вероятностных прогнозов: корректные скоринговые правила и моменты // Прикладная эконометрика. - 2012. - Т. 27. - № 3. - С. 115-132",
year = "2012",
month = jan,
day = "1",
language = "English",
volume = "27",
pages = "115--132",
journal = "Applied Econometrics",
issn = "1993-7601",
publisher = "Sinergia Press",
number = "3",

}

RIS

TY - JOUR

T1 - Assessment of probabilistic forecasts: Proper scoring rules and moments

AU - Tsyplakov, Alexander

N1 - Цыплаков А.А. Оценка качества вероятностных прогнозов: корректные скоринговые правила и моменты // Прикладная эконометрика. - 2012. - Т. 27. - № 3. - С. 115-132

PY - 2012/1/1

Y1 - 2012/1/1

N2 - The article provides an overview of probabilistic forecasting and discusses a theoretical approach to assessing the quality of density forecasts, based on proper scoring rules and moments. An artificial example of predicting second-order autoregression and an example of predicting RTSI stock index are used to try out this approach

AB - The article provides an overview of probabilistic forecasting and discusses a theoretical approach to assessing the quality of density forecasts, based on proper scoring rules and moments. An artificial example of predicting second-order autoregression and an example of predicting RTSI stock index are used to try out this approach

UR - http://www.scopus.com/inward/record.url?scp=85060739359&partnerID=8YFLogxK

UR - https://www.elibrary.ru/item.asp?id=17916365

M3 - Article

AN - SCOPUS:85060739359

VL - 27

SP - 115

EP - 132

JO - Applied Econometrics

JF - Applied Econometrics

SN - 1993-7601

IS - 3

ER -

ID: 24772923