The adjustment of prediction intervals to account for errors in parameter estimation
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Publication:4677017
DOI10.1111/j.1467-9892.2004.01848.xzbMath1060.62103MaRDI QIDQ4677017
Publication date: 20 May 2005
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2004.01848.x
62M20: Inference from stochastic processes and prediction
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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