Forecasting with Multivariate Threshold Autoregressive Models

An important stage in the analysis of time series is the forecasting. How- ever, the forecasting in non-linear time series models is not straightforward as in linear time series models because an exact analytical of the conditional expectation is not easy to obtain. Therefore, a strategy of forecast...

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Veröffentlicht in:	Revista Colombiana de estadística 2021-12, Vol.44 (2), p.369-383
Hauptverfasser:	Calderon, Sergio, Nieto, Fabio H.
Format:	Artikel
Sprache:	eng
Schlagworte:	Autoregressive models Bayesian analysis Forecasting Hydrology Multivariate analysis Time series
Online-Zugang:	Volltext
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