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Quantile forecasting for credit risk management using possibly misspecified hidden Markov models
Banachewicz, Konrad; Lucas, André - In: Journal of forecasting 27 (2008) 7, pp. 566-586
Persistent link: https://www.econbiz.de/10003779594
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Backtesting value‐at‐risk : a generalized Markov test
Pajhede, Thor - In: Journal of forecasting 36 (2017) 5, pp. 597-613
Persistent link: https://www.econbiz.de/10011860704
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Estimating and predicting the general random effects model
Kouassi, Eugène; Kamdem, Alain Constant; Mougoué, Mbodja - In: Journal of forecasting 33 (2014) 4, pp. 270-283
Persistent link: https://www.econbiz.de/10010425747
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The extended switching regression model : allowing for multiple latent state variables
Preminger, Arie; Ben-Zion, Uri; Wettstein, David - In: Journal of forecasting 26 (2007) 7, pp. 457-473
Persistent link: https://www.econbiz.de/10003593886
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Weighted empirical likelihood estimator for vector multiplicative error model
Ding, Hao; Lam, Kai-pui - In: Journal of forecasting 32 (2013) 7, pp. 613-627
Persistent link: https://www.econbiz.de/10010202168
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Inference for regression models with errors from a non-invertible MA(1) process
Chen, Mei-ching; Davis, Richard A.; Song, Li - In: Journal of forecasting 30 (2011) 1, pp. 6-30
Persistent link: https://www.econbiz.de/10009233924
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Hurricane lifespan modeling through a semi-Markov parametric approach
Masala, Giovanni - In: Journal of forecasting 32 (2013) 4, pp. 369-384
Persistent link: https://www.econbiz.de/10009775497
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Forecasting simultaneously high-dimensional time series : a robust model-based clustering approach
Wang, Yongning; Tsay, Ruey S.; Ledolter, Johannes; … - In: Journal of forecasting 32 (2013) 8, pp. 673-684
Persistent link: https://www.econbiz.de/10010344465
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Long memory of financial time series and hidden Markov models with time‐varying parameters
Nystrup, Peter; Madsen, Henrik; Lindström, Erik - In: Journal of forecasting 36 (2017) 8, pp. 989-1002
Persistent link: https://www.econbiz.de/10011860941
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A Markov chain model of crop conditions and intrayear crop yield forecasting
Stokes, Jeffrey R. - In: Journal of forecasting 43 (2024) 3, pp. 583-592
Persistent link: https://www.econbiz.de/10014532364