Inversion copulas from nonlinear state space models with an application to inflation forecasting
Michael Stanley Smith, Worapree Maneesoonthorn
| Year of publication: |
2018
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|---|---|
| Authors: | Smith, Michael S. ; Maneesoonthorn, Worapree |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 34.2018, 3, p. 389-407
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| Subject: | Copulas | Nonlinear time series | Bayesian methods | Nonlinear serial dependence | Density forecastsInflation forecasting | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Prognoseverfahren | Forecasting model | Multivariate Verteilung | Multivariate distribution | Nichtlineare Regression | Nonlinear regression | Theorie | Theory | Bayes-Statistik | Bayesian inference | Inflation | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2018.01.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012030987