A simple procedure for computing improved prediction intervals for autoregressive models (Q3077664): Difference between revisions

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+https://doi.org/10.1111/j.1467-9892.2009.00626.x
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+W2121522857
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+Q4326424
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+Prediction and asymptotics
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+On the Generalization of the Likelihood Function and the Likelihood Principle
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+On prediction intervals based on predictive likelihood or bootstrap methods
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+ON BOOTSTRAP PREDICTIVE INFERENCE FOR AUTOREGRESSIVE PROCESSES
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+The Relevance Property For Prediction Intervals
@@ Property / cites work: The Relevance Property For Prediction Intervals / rank @@
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+Theory &amp; Methods: An Efficient Simulation Method for the Computation of a Class of Conditional Expectations
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+The adjustment of prediction intervals to account for errors in parameter estimation
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+Improved Prediction Limits For AR(p) and ARCH(p) Processes
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+Frequentist prediction intervals and predictive distributions
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+The sampling distribution of forecasts from a first-order autoregression
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+Bootstrap Prediction Intervals for Autoregression
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+Miscellanea. A note on modified estimative prediction limits and distributions
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+Improved prediction intervals for stochastic process models
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+Improved Prediction Intervals and Distribution Functions
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