Prediction Interval for Autoregressive Time Series via Oracally Efficient Estimation of Multi‐Step‐Ahead Innovation Distribution Function (Q4684334)
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scientific article; zbMATH DE number 6945467
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Prediction Interval for Autoregressive Time Series via Oracally Efficient Estimation of Multi‐Step‐Ahead Innovation Distribution Function |
scientific article; zbMATH DE number 6945467 |
Statements
Prediction Interval for Autoregressive Time Series via Oracally Efficient Estimation of Multi‐Step‐Ahead Innovation Distribution Function (English)
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28 September 2018
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\(\mathrm{AR}(p)\)
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non-Gaussian distribution
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prediction interval
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residuals
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Yule-Walker estimator
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