Bayesian median autoregression for robust time series forecasting

作者：Zijian Zeng, Meng Li · 发表于：International Journal of Forecasting · 年份：2020 · DOI：10.1016/j.ijforecast.2020.11.002 · 被引用次数：25 · 研究领域：Statistical Methods and Inference、Forecasting Techniques and Applications、Financial Risk and Volatility Modeling