Estimation Bias in the First-Order Autoregressive Model and Its Impact on Predictions and Prediction Intervals
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Publication:3625349
DOI10.1080/03610910802645354zbMath1290.62081OpenAlexW2066775884MaRDI QIDQ3625349
Publication date: 12 May 2009
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610910802645354
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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