Econometric forecasting using linear regression and belief functions
© Springer International Publishing Switzerland 2014. We describe a method for quantifying the uncertainty in statistical forecasts using belief functions. This method consists in two steps. In the estimation step, uncertainty on the model parameters is described by a consonant belief function defin...
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| Main Authors: | , , , |
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| Format: | Book Series |
| Published: |
2018
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| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84921805501&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/53430 |
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| Institution: | Chiang Mai University |