Forecasting with Multivariate Threshold Autoregressive Models (Q5029417)
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scientific article; zbMATH DE number 7473291
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Forecasting with Multivariate Threshold Autoregressive Models |
scientific article; zbMATH DE number 7473291 |
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Forecasting with Multivariate Threshold Autoregressive Models (English)
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14 February 2022
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Bayesian approach
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forecasting
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predictive distributions
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coverage percentages
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multivariate threshold autoregressive model
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0.9140757
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0.9024114
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0.9002296
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0.8975464
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0.89659965
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0.89222705
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