Pages that link to "Item:Q3608195"

The following pages link to Improved Prediction Limits For AR(p) and ARCH(p) Processes (Q3608195):

Displaying 9 items.

• Improved multivariate prediction regions for Markov process models (Q518878) (← links)
• Quantile-based estimative VaR forecast and dependence measure: a simulation approach (Q778634) (← links)
• The asymptotic efficiency of improved prediction intervals (Q988105) (← links)
• A justification of conditional confidence intervals (Q2044389) (← links)
• The improved value-at-risk for heteroscedastic processes and their coverage probability (Q2183904) (← links)
• A note on simultaneous calibrated prediction intervals for time series (Q2665009) (← links)
• Semiparametric estimation of volatility: some models and complexity choice in the adaptive functional-coefficient class (Q3019823) (← links)
• A simple procedure for computing improved prediction intervals for autoregressive models (Q3077664) (← links)
• Improved prediction limits for a general class of Gaussian models (Q3103203) (← links)