Semiparametric and parametric distributional forecasting of univariate time series using non‐Gaussian ARMA models based on D‐vines

Fuente: Wiley Open Access
Saved in:
Bibliographic Details
Main Authors: Martin Bladt, Alexandra Dias, Jialing Han, Alexander J. McNeil
Format: Artículo Open Access
Published: Wiley 2025
Subjects:
Online Access:
Tags: Add Tag
No Tags, Be the first to tag this record!