A3 Refereed book chapter or chapter in a compilation book
Improved Frequentist Prediction Intervals for Autoregressive Models by Simulation
Authors: Helske Jouni, Nyblom Jukka
Editors: Koopman SJ, Shephard N
Publication year: 2015
Book title : Unobserved Components and Time Series Econometrics
ISBN: 978-0-19-968366-6
DOI: https://doi.org/10.1093/acprof:oso/9780199683666.003.0013