Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models
Year of publication: |
2011
|
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Authors: | Ng, Jason ; Forbes, Catherine Scipione ; Martin, Gael M. ; McCabe, Brendan Peter Martin |
Publisher: |
Clayton, Vic. : Dep. of Econometrics and Business Statistics, Monash Univ. |
Subject: | Statistische Verteilung | Statistical distribution | Prognoseverfahren | Forecasting model | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Zustandsraummodell | State space model | Theorie | Theory |
Extent: | Online-Ressource (37 S.) graph. Darst. |
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Series: | Working paper / Department of Econometrics and Business Statistics, Monash University. - Clayton, Vic., ZDB-ID 2419033-0. - Vol. 11,11 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Source: | ECONIS - Online Catalogue of the ZBW |
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