"Multi-step forecasts from threshold ARMA models using asymmetric loss ..."

Marcella Niglio (2007)

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DOI: 10.1007/S10260-007-0044-X

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type: Journal Article

metadata version: 2020-05-25

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Marcella Niglio:
Multi-step forecasts from threshold ARMA models using asymmetric loss functions. Stat. Methods Appl. 16(3): 395-410 (2007)

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