A simple procedure for computing improved prediction intervals for autoregressive models (Q3077664)
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scientific article; zbMATH DE number 5855782
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A simple procedure for computing improved prediction intervals for autoregressive models |
scientific article; zbMATH DE number 5855782 |
Statements
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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0.8218945264816284
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0.8162028789520264
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0.8008178472518921
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0.7986916303634644
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