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Improved frequentist prediction intervals for ARMA models by simulation
Helske, Jouni
University of Jyväskylä, Jyväskylä, Finland.
ORCID iD:
0000-0001-7130-793X
Nyblom, Jukka
University of Jyväskylä, Jyväskylä, Finland.
2014 (English)
In:
Contributions to Mathematics, Statistics, Econometrics, and Finance: essays in honour of professor Seppo Pynnönen / [ed] Knif, Johan; Pape, Bernd, Vaasa, Finland: University of Vaasa , 2014, p. 71-86
Chapter in book (Other academic)
Place, publisher, year, edition, pages
Vaasa, Finland: University of Vaasa , 2014. p. 71-86
Series
Acta Wasaensia, ISSN 0355-2667, E-ISSN 2342-1282 ; 296
National Category
Probability Theory and Statistics
Identifiers
URN:
urn:nbn:se:liu:diva-144914
ISBN:
9789524765220 (print)
ISBN:
9789524765237 (electronic)
OAI: oai:DiVA.org:liu-144914
DiVA, id:
diva2:1180714
Available from:
2018-02-06
Created:
2018-02-06
Last updated:
2018-02-06
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Helske, Jouni
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apa
ieee
modern-language-association-8th-edition
vancouver
oxford
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apa
ieee
modern-language-association-8th-edition
vancouver
oxford
Other style
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Language
de-DE
en-GB
en-US
fi-FI
nn-NO
nn-NB
sv-SE
Other locale
de-DE
en-GB
en-US
fi-FI
nn-NO
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text
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html
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