Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Pages (from-to)	411 - 430
Number of pages	20
Journal	International Journal of Forecasting
Volume	29
Issue number	3
DOIs	https://doi.org/10.1016/j.ijforecast.2012.10.005
Publication status	Published - 2013

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@article{0b83bfd7564142119a63ef7baae320ba,

title = "Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models",

author = "Ng, {Jason Wei Jian} and Forbes, {Catherine Scipione} and Martin, {Gael Margaret} and McCabe, {Brendan P M}",

year = "2013",

doi = "10.1016/j.ijforecast.2012.10.005",

language = "English",

volume = "29",

pages = "411 -- 430",

journal = "International Journal of Forecasting",

issn = "0169-2070",

publisher = "Elsevier",

number = "3",

}

TY - JOUR

T1 - Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models

AU - Ng, Jason Wei Jian

AU - Forbes, Catherine Scipione

AU - Martin, Gael Margaret

AU - McCabe, Brendan P M

PY - 2013

Y1 - 2013

U2 - 10.1016/j.ijforecast.2012.10.005

DO - 10.1016/j.ijforecast.2012.10.005

M3 - Article

VL - 29

SP - 411

EP - 430

JO - International Journal of Forecasting

JF - International Journal of Forecasting

SN - 0169-2070

IS - 3

ER -