Open AccessForecasting evaluation via parametric bootstrap for threshold-INARCH models
Author(s) -
Deok Ryun Kim,
Sun Young Hwang
Publication year - 2020
Publication title -
communications for statistical applications and methods
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.326
H-Index - 6
eISSN - 2383-4757
pISSN - 2287-7843
DOI - 10.29220/csam.2020.27.2.177
Subject(s) - econometrics , parametric statistics , poisson distribution , measure (data warehouse) , parametric model , negative binomial distribution , mathematics , statistics , count data , overdispersion , series (stratigraphy) , volatility (finance) , computer science , data mining , paleontology , biology
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