Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models
Year of publication: |
2013
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Authors: | Ng, Jason ; Forbes, Catherine S. ; Martin, Gael M. ; McCabe, Brendan P.M. |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943x. - Vol. 29.2013, 3, p. 411-430
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