Forecasting the optimal order quantity in the newsvendor model under a correlated demand
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References listed on IDEAS
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- Halkos, George & Kevork, Ilias, 2014.
"Διαστήματα Εμπιστοσύνης Για Εκατοστημόρια Σε Στάσιμες Arma Διαδικασίες: Μία Εμπειρική Εφαρμογή Σε Περιβαλλοντικά Δεδομένα
[Confidence intervals for percentiles in stationary ARMA processes: An appl," MPRA Paper 56134, University Library of Munich, Germany.
More about this item
KeywordsNewsvendor model; accuracy implication metrics; time-series models; prediction intervals; Monte-Carlo simulations;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- M11 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Business Administration - - - Production Management
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- M21 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Business Economics - - - Business Economics
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-02-08 (All new papers)
- NEP-ECM-2013-02-08 (Econometrics)
- NEP-FOR-2013-02-08 (Forecasting)
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