A new Bayesian approach to quantile autoregressive time series model estimation and forecasting (Q5397942)
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scientific article; zbMATH DE number 6261445
Language | Label | Description | Also known as |
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English | A new Bayesian approach to quantile autoregressive time series model estimation and forecasting |
scientific article; zbMATH DE number 6261445 |
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A new Bayesian approach to quantile autoregressive time series model estimation and forecasting (English)
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25 February 2014
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combining forecasts
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MCMC
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quantile modelling
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quantile forecasting
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predictive density functions
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