Forecasting for quantile self-exciting threshold autoregressive time series models
Date first appeared online | 31/12/2010 |
DOI | 10.1093/biomet/asp070 |
Authors | Cai Y. |
Journal Name | Biometrika |
Volume | 97 |
Date first appeared online | 31/12/2010 |
DOI | 10.1093/biomet/asp070 |
Authors | Cai Y. |
Journal Name | Biometrika |
Volume | 97 |