Kernel smoothed prediction intervals for ARMA models
| Year of publication: |
2006
|
|---|---|
| Authors: | Abberger, Klaus |
| Published in: |
Statistical Papers. - Springer. - Vol. 47.2006, 1, p. 1-15
|
| Publisher: |
Springer |
| Subject: | Forecasting | Prediction intervals | Non-normal distributions | Nonparametric estimation | Quantile regression |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008533853