Long-Term Prediction Intervals of Time Series

DOI10.1109/TIT.2009.2039158MaRDI QIDQ4975992zbMATH OpenFDO

Authors Zhou Zhou, Zhiwei Xu, Wei Biao Wu

Publication date 27 July 2017

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TIT.2009.2039158

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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