๐”– Bobbio Scriptorium
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Fine Densities for Excessive Measures and the Revuz Correspondence

โœ Scribed by Lucian Beznea; Nicu Boboc

Book ID
111551408
Publisher
Springer Netherlands
Year
2004
Tongue
English
Weight
221 KB
Volume
20
Category
Article
ISSN
0926-2601

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## Abstract Clements and Hendry (1993) proposed the Generalized Forecast Error Second Moment (GFESM) as an improvement to the Mean Square Error in comparing forecasting performance across data series. They based their conclusion on the fact that rankings based on GFESM remain unaltered if the serie