Quantile forecasting of PM10 data in Korea based on time series models
Year of publication: |
[2017]
|
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Authors: | Xu, Yingshi ; Lee, Sangyeol |
Published in: |
Robustness in econometrics. - Cham : Springer, ISBN 978-3-319-50741-5. - 2017, p. 587-598
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Subject: | ARMA model | Goodness of fit test | PM10 | Quantile regression | Quantile forecasting | Value-at-risk | Prognoseverfahren | Forecasting model | Risikomaß | Risk measure | ARMA-Modell | Zeitreihenanalyse | Time series analysis | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Südkorea | South Korea | Statistische Verteilung | Statistical distribution |
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