Out-of-sample MSE and MAE for volatility forecasting
46202
Evaluate forecasting ability of GARCH models with RMSE and MAE
46302
Why does minimizing the MAE lead to forecasting the median and not the mean?
7518
VAR or VECM for a mix of stationary and nonstationary variables
82413
forecast using arima models
91111
Which performance measure to use when using SVM: MSE or MAE?
25539
Algorithms for automatic model selection
50089
characterization of the existence of higher order expectation.
31693
Using k-fold cross-validation for time-series model selection
84530
Size of Mean Squared Error (MSE)
158190
Fitting t distribtution to financial data
13664
Bias and variance in leave-one-out vs K-fold cross validation
158244
Understanding Bayesian Predictive Distributions
85142
References on auto-regressive distributed lags (ARDL) model
69589
Testing random variate generation algorithms
77619
Generalizing variance to two dimensions
55455
Getting started with neural networks for forecasting
88669
Estimation of unit-root AR(1) model with OLS