Work

Interval, Quantile and Density Forecasts

Year: 2025

Type: article

Abstract: This text is a detailed review of the academic literature on interval, quantile, and density forecasting. Confidence and prediction intervals and different approaches to their estimation are discussed. The concept of quantile regression is examined as a standalone method as well as an initial step to generating density forecasts. Various methods for generation and evaluation of density forecasts and some noteworthy applications are considered.

Source: Economic Alternatives

DOI: 10.37075/ea.2025.1.06

Author: Mihail Yanchev

Language: English

Topic: Forecasting Techniques and Applications

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: diamond

OpenAlex ID: W4408942979

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