Multi-step forecasts from threshold ARMA models using asymmetric loss functions (Q635899)
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scientific article; zbMATH DE number 5942391
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| English | Multi-step forecasts from threshold ARMA models using asymmetric loss functions |
scientific article; zbMATH DE number 5942391 |
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Multi-step forecasts from threshold ARMA models using asymmetric loss functions (English)
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25 August 2011
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nonlinear prediction
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general loss functions
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SETARMA
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linex
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0.7766962647438049
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0.7442343831062317
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0.7294561862945557
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0.7236917614936829
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0.7215630412101746
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