Kernel smoothed prediction intervals for ARMA models
type: Item
instance of: scholarly article
title: Kernel smoothed prediction intervals for ARMA models
zbMATH Open document ID: 1084.62091
author: Klaus Abberger
published in: Statistical Papers
publication date: 2006-03-28T00:00:00Z
full work available at URL: urn:nbn:de:bsz:352-opus-7817
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 5015832
zbMATH Keywords: forecasting
zbMATH Keywords: prediction intervals
zbMATH Keywords: non-normal distributions
zbMATH Keywords: nonparametric estimation
zbMATH Keywords: quantile regression
zbMATH Keywords: simulations
describes a project that uses: KernSmooth
MaRDI profile type: Publication
OpenAlex ID: W2126646210
cites work: Q5310535
cites work: Data-driven decomposition of seasonal time series
cites work: Regression Quantiles
cites work: Q4727203
cites work: Local Linear Quantile Regression
DOI: 10.1007/S00362-005-0269-4
description: scientific article; zbMATH DE number 5015832