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Improved Prediction Limits For AR(p) and ARCH(p) Processes - MaRDI portal

Improved Prediction Limits For AR(p) and ARCH(p) Processes (Q3608195)

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English
Improved Prediction Limits For AR(p) and ARCH(p) Processes
scientific article

    Statements

    title
    Improved Prediction Limits For AR(p) and ARCH(p) Processes (English)
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    author
    Khreshna Syuhada
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    Paul V. Kabaila
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    publication date
    28 February 2009
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    zbMATH Keywords
    estimative prediction limit
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    improved prediction limit
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    Markov processes
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    Identifiers

    zbMATH DE Number
    5520687
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    OpenAlex ID
    W2087358023
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