Non-nested model selection based on the quantiles and it’s application in time series (Q5022777)
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scientific article; zbMATH DE number 7459976
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-nested model selection based on the quantiles and it’s application in time series |
scientific article; zbMATH DE number 7459976 |
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Non-nested model selection based on the quantiles and it’s application in time series (English)
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19 January 2022
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autoregressive model
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model selection
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NoVas forecast
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quantile leasts squares estimation
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