Simultaneous prediction intervals for ARMA processes with stable innovations
John P. Nolan and Nalini Ravishanker
| Year of publication: |
2009
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|---|---|
| Authors: | Nolan, John P. ; Ravishanker, Nalini |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 28.2009, 3, p. 235-246
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| Subject: | ARMA-Modell | ARMA model | Prognoseverfahren | Forecasting model | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003823236