Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models
Jason Ng, Catherine S. Forbes, Gael M. Martin, Brendan P.M. McCabe
| Year of publication: |
2013
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|---|---|
| Authors: | Ng, Jason ; Forbes, Catherine Scipione ; Martin, Gael M. ; McCabe, Brendan Peter Martin |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 29.2013, 3, p. 411-430
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| Subject: | Zustandsraummodell | State space model | Prognoseverfahren | Forecasting model | Theorie | Theory | Statistische Verteilung | Statistical distribution | Nichtparametrisches Verfahren | Nonparametric statistics | Stochastischer Prozess | Stochastic process | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Monte-Carlo-Simulation | Monte Carlo simulation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009787038