Publication:4904663

zbMath1275.62070MaRDI QIDQ4904663

Yanxun Xu, A. Alexandre Trindade

Publication date: 31 January 2013

zbMATH Keywords

exponential smoothing; asymmetric loss; best linear prediction; quantile forecasting

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)