Improved frequentist prediction intervals for ARMA models by simulation

: Helske Jouni, Nyblom Jukka

: Knif J, Pape B

: Vaasa

: 2014

: Contributions to Mathematics, Statistics, Econometrics, and Finance : essays in honour of professor Seppo Pynnönen

: Acta Wasaensia

: 978-952-476-522-0