Forecasting with univariate TAR models (Q713837)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6095830
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Forecasting with univariate TAR models |
scientific article; zbMATH DE number 6095830 |
Statements
Forecasting with univariate TAR models (English)
0 references
19 October 2012
0 references
nonlinear time series
0 references
regime-switching models
0 references
predictive distributions
0 references
threshold-autoregressive models
0 references
0 references
0.8468841314315796
0 references
0.7731040120124817
0 references
0.7695162892341614
0 references
0.7684347629547119
0 references
0.7684347629547119
0 references
