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On the use of the concentration function to compare predictive distributions in ARMA models

Cristian Cruz-Torres & Fabrizio Ruggeri

Chilean Journal of Statistics2025https://doi.org/10.32372/chjs.16-02-05article
ABDC C
Weight
0.50

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https://doi.org/https://doi.org/10.32372/chjs.16-02-05

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@article{cristian2025,
  title        = {{On the use of the concentration function to compare predictive distributions in ARMA models}},
  author       = {Cristian Cruz-Torres & Fabrizio Ruggeri},
  journal      = {Chilean Journal of Statistics},
  year         = {2025},
  doi          = {https://doi.org/https://doi.org/10.32372/chjs.16-02-05},
}

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On the use of the concentration function to compare predictive distributions in ARMA models

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Evidence weight

0.50

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.50 × 0.4 = 0.20
M · momentum0.50 × 0.15 = 0.07
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

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