Asymmetric recursive methods for time series (Q1340773)

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Asymmetric recursive methods for time series
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    Asymmetric recursive methods for time series (English)
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    16 February 1995
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    autoregressive model
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    split-normal distribution
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    asymmetric least squares
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    asymmetric recursive estimation
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    asymmetric time series
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    asymmetric error distributions
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    asymmetric loss functions
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    recursive time series methods
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    Kalman filtering
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    exponential smoothing
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    recursive treatment of Box-Jenkins models
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