Kernel smoothed prediction intervals for ARMA models (Q819422)

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scientific article; zbMATH DE number 5015832
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Kernel smoothed prediction intervals for ARMA models
scientific article; zbMATH DE number 5015832

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    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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