The tag has no wiki summary.

learn more… | top users | synonyms

2
votes
1answer
345 views

Econometric vs ANN models for forecast?

I hope this is an appropriate question for this forum... for me it is an obvious query since it intrigues me for a long time. Ok, assume there are 2 distinct classes of models: econometric (AR, MA, ...
11
votes
2answers
917 views

What is the precision of standard deviation estimates with small samples?

I was asked today to "quantify" the precision of an estimated the standard deviation from a small sample, I was not sure how to answer. The case is quite simple, I have a sample of $n=25$ measures ...