Forecasting model with asymmetric market response and its application to pricing of consumer package goods

DOI10.1002/asmb.605zbMath1101.91064OpenAlexW2094058052MaRDI QIDQ3410967

Yuuki Imano, Nobuhiko Terui

Publication date: 8 December 2006

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asmb.605

zbMATH Keywords

Markov chain Monte Carlothreshold modelssales forecastingasymmetric market responsestore data

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Cites Work

• An introduction to bispectral analysis and bilinear time series models
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