2 papers
stat.ME2026
Uncertainty Quantification in Forecast Comparisons
Marc-Oliver Pohle, Tanja Zahn, Sebastian Lerch
Skill scores, which measure the relative improvement of a forecasting method over a benchmark via consistent scoring functions and proper scoring rules, are a standard tool in fore…
econ.EM2025
Simultaneous Inference Bands for Autocorrelations
Uwe Hassler, Marc-Oliver Pohle, Tanja Zahn
Sample autocorrelograms typically come with significance (non-rejection) bands for the null hypothesis of no temporal correlation. These bands have three shortcomings. First, they…