Long-Term Prediction Intervals of Time Series

DOI10.1109/TIT.2009.2039158zbMATH Open1366.62181MaRDI QIDQ4975992FDOQ4975992

Zhiwei Xu, Zhou Zhou, Wei Biao Wu

Publication date: 27 July 2017

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

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Mathematics Subject Classification ID

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

Cited In (5)

• Title not available (Why is that?)
• Long‐term prediction intervals with many covariates
• Moment bounds and mean squared prediction errors of long-memory time series
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