Probabilistic time series forecasts with autoregressive transformation models
Rügamer, David (Corresponding author); Baumann, Philipp F. M.; Kneib, Thomas; Hothorn, Torsten
Dordrecht [u.a.] : Springer Science + Business Media B.V (2023)
Journal Article
In: Statistics and computing
Volume: 33
Issue: 2
Page(s)/Article-Nr.: 37
Institutions
- Department of Mathematics [110000]
- Institute of Statistics and Mathematical Economics [116400]
Identifier
- DOI: 10.1007/s11222-023-10212-8
- DOI: 10.18154/RWTH-2023-02687
- RWTH PUBLICATIONS: RWTH-2023-02687