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]