Prediction Interval for Autoregressive Time Series via Oracally Efficient Estimation of Multi-Step-Ahead Innovation Distribution Function
Kong, Juanjuan, Gu, Lijie, Yang, LijianLanguage:
english
Journal:
Journal of Time Series Analysis
DOI:
10.1111/jtsa.12293
Date:
March, 2018
File:
PDF, 347 KB
english, 2018