text: Title: Investigate allowing `predict_likelihood_parameters` for auto-regression with quantile likelihoods
  Body: Check whether we could allow `predict_likelihood_parameters=True` for auto-regression with quantile likelihoods.
  
  Would be interesting to see how the quantiles compare if we just feed the model with the last predicted quantiles, compared to feeding it with the samples
  
  If the results are similar, this could speed up things quite a bit especially for torch models since we wouldn’t have to call the forward with all samples