Zobrazeno 1 - 10
of 10
pro vyhledávání: '"Annika Homburg"'
Publikováno v:
Econometrics, Vol 7, Iss 3, p 30 (2019)
In forecasting count processes, practitioners often ignore the discreteness of counts and compute forecasts based on Gaussian approximations instead. For both central and non-central point forecasts, and for various types of count processes, the perf
Externí odkaz:
https://doaj.org/article/20fe36b675ad4c4cb5c7dda9961d4c9c
Publikováno v:
Contributions to Statistics ISBN: 9783031141966
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8b890e9cce54b7de0da4df2563d625a7
https://doi.org/10.1007/978-3-031-14197-3_6
https://doi.org/10.1007/978-3-031-14197-3_6
Publikováno v:
Journal of Applied Statistics. 49:1957-1978
Coherent forecasting techniques for count processes generate forecasts that consist of count values themselves. In practice, forecasting always relies on a fitted model and so the obtained forecast values are affected by estimation uncertainty. Thus,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d1fcaf4c7924bef3284eb4108cc7f8fb
https://doi.org/10.1080/02664763.2021.1887104
https://doi.org/10.1080/02664763.2021.1887104
Autor:
Annika Homburg
Publikováno v:
Communications in Statistics - Simulation and Computation. 49:3152-3170
Approximations to count distributions are commonly used in practice, with the goodness of these approximations depending on their specific application context. This article proposes several indicat...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0669086df18f1bbf662efec51a0dbc86
https://doi.org/10.1080/03610918.2018.1535070
https://doi.org/10.1080/03610918.2018.1535070
Publikováno v:
Journal of Risk and Financial Management, Vol 14, Iss 182, p 182 (2021)
Journal of Risk and Financial Management
Volume 14
Issue 4
Journal of Risk and Financial Management
Volume 14
Issue 4
Risk measures are commonly used to prepare for a prospective occurrence of an adverse event. If we are concerned with discrete risk phenomena such as counts of natural disasters, counts of infections by a serious disease, or counts of certain economi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::450d87dd6156f5b5e56e7a237c83b82a
https://hdl.handle.net/10419/239598
https://hdl.handle.net/10419/239598
One of the major motivations for the analysis and modeling of time series data is the forecasting of future outcomes. The use of interval forecasts instead of point forecasts allows us to incorporate the apparent forecast uncertainty. When forecastin
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::631e16245169616cfd4c5b5da2a4698d
https://doi.org/10.1002/for.2729
https://doi.org/10.1002/for.2729
Publikováno v:
Computers & Industrial Engineering. 157:107331
This study is a first step towards a comprehensive analysis of the effects of parameter estimation on the monitoring of autocorrelated count processes. Focusing on Shewhart’s c and np charts, various types of count process with different dispersion
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3ac3825b78fb632efe0165b676181de2
https://doi.org/10.1016/j.cie.2021.107331
https://doi.org/10.1016/j.cie.2021.107331
Autor:
Annika Homburg
Publikováno v:
Springer Proceedings in Mathematics & Statistics ISBN: 9783030286644
Since, in statistics, it is a key task to pick the best out of a set of models to describe a given data set, the verification of this choice should be done with certain care. Commonly, model selection is done based on an information criterion, follow
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::20812ed7ab8049888f4c87a57442054c
https://doi.org/10.1007/978-3-030-28665-1_32
https://doi.org/10.1007/978-3-030-28665-1_32
Publikováno v:
Econometrics, Vol 7, Iss 3, p 30 (2019)
Econometrics
Volume 7
Issue 3
Econometrics
Volume 7
Issue 3
In forecasting count processes, practitioners often ignore the discreteness of counts and compute forecasts based on Gaussian approximations instead. For both central and non-central point forecasts, and for various types of count processes, the perf
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c721b459848bb3b37a1b169a4a33c886
https://hdl.handle.net/10419/247530
https://hdl.handle.net/10419/247530
Publikováno v:
Statistical Papers. 60:823-848
The marginal distribution of count data processes rarely follows a simple Poisson model in practice. Instead, one commonly observes deviations such as overdispersion or zero inflation. To express the extend of such deviations from a Poisson model, on
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f8b00a7d6baaf382ee694cb77d469fba
https://doi.org/10.1007/s00362-016-0851-y
https://doi.org/10.1007/s00362-016-0851-y