Multi-stage kernel-based conditional quantile prediction in time series

Communications in Statistics - Theory and Methods

Volumn 30, Issue 12, 2001, Pages 2499-2515

  De Gooijer, Jan G ^a   Gannoun, A H ^a,b   Zcroni, Dawit ^a,b  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

^b UNIV MONTPELLIER   (France)

Author keywords

Conditional quantite; Kernel; Markovian; Mean squared error; Multi stage predictor; Single stage predictor; Time series

Indexed keywords

EID: 31244437402     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1081/STA-100108445     Document Type: Article

References (16)

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