Multi-step forecasts from threshold ARMA models using asymmetric loss functions (Q635899)

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Multi-step forecasts from threshold ARMA models using asymmetric loss functions
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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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