econometric methods and models are considered: direct and iterated computations, linear and nonlinear (GARCH) models, simulation … and non-simulation based procedures and parametric as well as semiparametric specifications. These methods are applied to …. According to various accuracy measures for quantile predictions, the best procedures are based on simulation techniques using …

In this paper, we re-examine the exponential smoothing model in the context of its use in supply chain and logistics … estimator. The resulting forecasting procedures, which we call quantile smoothing, are then used to forecast the monthly … outcomes are usually obtained through a simple modeling of the conditional median or mean, although quantile smoothing still …