Forecasting for quantile self-exciting threshold autoregressive time series models (Q5305481)
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scientific article; zbMATH DE number 5685745
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting for quantile self-exciting threshold autoregressive time series models |
scientific article; zbMATH DE number 5685745 |
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Forecasting for quantile self-exciting threshold autoregressive time series models (English)
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22 March 2010
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forecasting method
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Monte Carlo method
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predictive density function
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quantile forecast
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