Multi-step forecasts from threshold ARMA models using asymmetric loss functions (Q635899): Difference between revisions

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+The moments of SETARMA models
@@ Property / cites work: The moments of SETARMA models / rank @@
+Normal rank
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+On threshold moving-average models
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+Estimation and Testing of Forecast Rationality under Flexible Loss
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+Nonlinear time series. Nonparametric and parametric methods
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+Prediction with a Generalized Cost of Error Function
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+Testing Forecast Optimality Under Unknown Loss
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+Q5474890
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+Conditional Minimum Volume Predictive Regions for Stochastic Processes
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+Q3999154
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+Bayesian Estimation and Prediction Using Asymmetric Loss Functions
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