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