Prediction interval for autoregressive time series via oracally efficient estimation of multi-step-ahead innovation distribution function (Q4684334)
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scientific article; zbMATH DE number 6945467
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| English | Prediction interval for autoregressive time series via oracally efficient estimation of multi-step-ahead innovation distribution function |
scientific article; zbMATH DE number 6945467 |
Statements
Prediction Interval for Autoregressive Time Series via Oracally Efficient Estimation of Multi‐Step‐Ahead Innovation Distribution Function (English)
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28 September 2018
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\(\mathrm{AR}(p)\)
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non-Gaussian distribution
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prediction interval
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residuals
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Yule-Walker estimator
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0.7750328779220581
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0.7669505476951599
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0.7648808360099792
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0.7573255896568298
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0.7400107979774475
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