The following pages link to (Q4533131):
Displaying 6 items.
- Bayesian estimation and forecasting in nonlinear models. Application to an LSTAR model (Q1342683) (← links)
- On forecasting SETAR processes (Q1382188) (← links)
- Predictor distribution and forecast accuracy of threshold models (Q1767020) (← links)
- Forecasting Markov-switching dynamic, conditionally heteroscedastic processes (Q1770072) (← links)
- Combining a regression model with a multivariate Markov chain in a forecasting problem (Q2453931) (← links)
- What Causes The Forecasting Failure of Markov-Switching Models? A Monte Carlo Study (Q3368387) (← links)
