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Showing 1 to 1 of 1 for “"Coherent forecasts."”.
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Evaluating and comparing Gaussian forecasts for discrete process time series.
… integer autoregrssive process of order one. Forecasts using a geometric integer autoregressive (GINAR) model are compared to variations of Gaussian forecasts via simulation by equating relevant moments of the marginals of the GINAR to the Gaussian AR. To illustrate utility, the methods …