Predictor distribution and forecast accuracy of threshold models

DOI10.1007/S10260-003-0072-0zbMath1056.62103OpenAlexW1980508779MaRDI QIDQ1767020

Alessandra Amendola, Marcella Niglio

Publication date: 3 March 2005

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-003-0072-0

zbMATH Keywords

nonlinearitythreshold modelforecastspredictor density

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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