Kernel smoothed prediction intervals for ARMA models (Q819422)
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scientific article; zbMATH DE number 5015832
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kernel smoothed prediction intervals for ARMA models |
scientific article; zbMATH DE number 5015832 |
Statements
Kernel smoothed prediction intervals for ARMA models (English)
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28 March 2006
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forecasting
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prediction intervals
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non-normal distributions
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nonparametric estimation
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quantile regression
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simulations
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