A simple procedure for computing improved prediction intervals for autoregressive models (Q3077664)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple procedure for computing improved prediction intervals for autoregressive models |
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A simple procedure for computing improved prediction intervals for autoregressive models (English)
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22 February 2011
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ARCH model
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AR model
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conditional coverage probability
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prediction limit
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time-series
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