Multi-step forecasts from threshold ARMA models using asymmetric loss functions
| Year of publication: |
2007
|
|---|---|
| Authors: | Niglio, Marcella |
| Published in: |
Statistical Methods and Applications. - Springer, ISSN 1618-2510. - Vol. 16.2007, 3, p. 395-410
|
| Publisher: |
Springer |
| Subject: | Nonlinear prediction | General loss functions | SETARMA | Linex |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005369219