A new Bayesian approach to quantile autoregressive time series model estimation and forecasting (Q5397942)

From MaRDI portal
scientific article; zbMATH DE number 6261445
Language Label Description Also known as
English
A new Bayesian approach to quantile autoregressive time series model estimation and forecasting
scientific article; zbMATH DE number 6261445

    Statements

    A new Bayesian approach to quantile autoregressive time series model estimation and forecasting (English)
    0 references
    0 references
    0 references
    0 references
    25 February 2014
    0 references
    combining forecasts
    0 references
    MCMC
    0 references
    quantile modelling
    0 references
    quantile forecasting
    0 references
    predictive density functions
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references