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Bayes-Statistik 1 Bayesian inference 1 Bayesian methods 1 Copulas 1 Density forecastsInflation forecasting 1 Forecasting model 1 Inflation 1 Multivariate Verteilung 1 Multivariate distribution 1 Nichtlineare Regression 1 Nonlinear regression 1 Nonlinear serial dependence 1 Nonlinear time series 1 Prognoseverfahren 1 State space model 1 Statistical distribution 1 Statistische Verteilung 1 Theorie 1 Theory 1 Time series analysis 1 Zeitreihenanalyse 1 Zustandsraummodell 1
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Maneesoonthorn, Worapree 1 Smith, Michael S. 1
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International journal of forecasting 1
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Inversion copulas from nonlinear state space models with an application to inflation forecasting
Smith, Michael S.; Maneesoonthorn, Worapree - In: International journal of forecasting 34 (2018) 3, pp. 389-407
Persistent link: https://www.econbiz.de/10012030987
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