Asymptotic Robustness of Prediction Intervals of Arima Models to Deviations From Normality

DOI10.1111/J.1467-842X.1981.TB00792.XzbMATH Open0487.62082OpenAlexW1992442635MaRDI QIDQ3948501FDOQ3948501

Authors: R. M. J. Heuts 

Publication date: 1981

Published in: Australian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-842x.1981.tb00792.x

zbMATH Keywords

deviations from normalityasymptotic robustness of prediction intervals of ARIMA models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Robustness and adaptive procedures (parametric inference) (62F35)

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