Improved Frequentist Prediction Intervals for Autoregressive Models by Simulation

: Helske Jouni, Nyblom Jukka

: Koopman SJ, Shephard N

: 2015

: Unobserved Components and Time Series Econometrics

: 978-0-19-968366-6

DOI: https://doi.org/10.1093/acprof:oso/9780199683666.003.0013