Improved prediction intervals for stochastic process models (Q4828174)
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scientific article; zbMATH DE number 2118736
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved prediction intervals for stochastic process models |
scientific article; zbMATH DE number 2118736 |
Statements
Improved prediction intervals for stochastic process models (English)
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24 November 2004
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AR model
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ARCH model
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prediction
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parametric statistical model
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conditional approach
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