Effect of preliminary unit root tests on prediction intervals for Gaussian autoregressive processes with additive outliers (Q2837128)
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scientific article; zbMATH DE number 6186312
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| English | Effect of preliminary unit root tests on prediction intervals for Gaussian autoregressive processes with additive outliers |
scientific article; zbMATH DE number 6186312 |
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10 July 2013
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additive outlier
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autoregressive process
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prediction interval
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preliminary unit root test
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Effect of preliminary unit root tests on prediction intervals for Gaussian autoregressive processes with additive outliers (English)
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0.913751482963562
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0.7550017237663269
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0.7401943802833557
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0.7380030155181885
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