A3 Refereed book chapter or chapter in a compilation book

Improved Frequentist Prediction Intervals for Autoregressive Models by Simulation




AuthorsHelske Jouni, Nyblom Jukka

EditorsKoopman SJ, Shephard N

Publication year2015

Book title Unobserved Components and Time Series Econometrics

ISBN978-0-19-968366-6

DOIhttps://doi.org/10.1093/acprof:oso/9780199683666.003.0013




Last updated on 2024-26-11 at 12:19