Improved Prediction Limits For AR(p) and ARCH(p) Processes (Q3608195)
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English | Improved Prediction Limits For AR(p) and ARCH(p) Processes |
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Improved Prediction Limits For AR(p) and ARCH(p) Processes (English)
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28 February 2009
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estimative prediction limit
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improved prediction limit
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Markov processes
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