Quantile forecasting of PM10 data in Korea based on time series models
Yingshi Xu, Sangyeol Lee
| Year of publication: |
[2017]
|
|---|---|
| Authors: | Xu, Yingshi ; Lee, Sangyeol |
| Published in: |
Robustness in econometrics. - Cham : Springer, ISBN 978-3-319-50741-5. - 2017, p. 587-598
|
| Subject: | ARMA model | Goodness of fit test | PM10 | Quantile regression | Quantile forecasting | Value-at-risk | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Risikomaß | Risk measure | Regressionsanalyse | Regression analysis | ARMA-Modell | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-3-319-50742-2_36 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011801991