Sampling Distributions of Post-Sample Forecasting Errors
研究了样本外预测误差的抽样分布,为评估预测模型的不确定性提供统计基础,对从事预测分析的统计学家和经济学家有参考价值。
Spyros Makridakis, Robert L. Winkler, Sampling Distributions of Post-Sample Forecasting Errors, Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 38, No. 2 (1989), pp. 331-342