Multi-step forecasts from threshold ARMA models using asymmetric loss functions
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Publication:635899
DOI10.1007/S10260-007-0044-XzbMATH Open1405.62118OpenAlexW2047030982MaRDI QIDQ635899FDOQ635899
Authors: Marcella Niglio 
Publication date: 25 August 2011
Published in: Statistical Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10260-007-0044-x
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Cites Work
- Nonlinear time series. Nonparametric and parametric methods
- Bayesian Estimation and Prediction Using Asymmetric Loss Functions
- Title not available (Why is that?)
- Prediction with a Generalized Cost of Error Function
- Decision-based methods for forecast evaluation
- Estimation and Testing of Forecast Rationality under Flexible Loss
- On threshold moving-average models
- Conditional Minimum Volume Predictive Regions for Stochastic Processes
- Testing Forecast Optimality Under Unknown Loss
- The moments of SETARMA models
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