Smith Jeremy

Jeremy Smith

Information about the author Jeremy Smith will soon be added to the site.
Found 6 papers in total
Scoring rules and survey density forecasts
Scoring rules and survey density forecasts
2011
This article provides a practical evaluation of some leading density forecast scoring...
On SETAR non-linearity and forecasting
On SETAR non-linearity and forecasting
2003
We compare linear autoregressive (AR) models and self-exciting threshold...
An evaluation of tests of distributional forecasts
An evaluation of tests of distributional forecasts
2003
One popular method for testing the validity of a model's forecasts is to use the...
Effects of temporal aggregation on estimates and forecasts of fractionally integrated processes: a Monte-Carlo study
Effects of temporal aggregation on estimates and forecasts of fractionally integrated processes: a Monte-Carlo study
2004
For a fractionally integrated ARFIMA( p,d,q ) model, temporal aggregation changes the...
The performance of alternative forecasting methods for SETAR models
The performance of alternative forecasting methods for SETAR models
1997
We compare a number of methods that have been proposed in the literature for obtaining...
Forecasting costs incurred from unit differencing fractionally integrated processes
Forecasting costs incurred from unit differencing fractionally integrated processes
1994
This paper investigates the cost of assuming a unit difference when the series is only...
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