Quantile prediction for time series in the fraction-of-time probability framework

Signal Processing

Volumn 82, Issue 11, 2002, Pages 1727-1741

  Leśkow, Jacek ^a,b   Napolitano, Antonio ^c  

^a Wyzsza Szkoła Biznesu ^*  (Poland)

^b CENTRO DE INVESTIGACIÓN EN MATEMÁTICAS   (Mexico)

^c UNIVERSITY OF NAPLES FEDERICO II   (Italy)

Author keywords

CFAR processors; Fraction of time probability; Quantile prediction

Indexed keywords

ALGORITHMS; FINANCIAL DATA PROCESSING; PROBABILITY; RANDOM PROCESSES; TIME SERIES ANALYSIS;

QUANTILE PREDICTION;

SIGNAL PROCESSING;

EID: 0036836345     PISSN: 01651684     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1684(02)00334-1     Document Type: Article

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