Kernel smoothed prediction intervals for ARMA models
Year of publication: |
2006
|
---|---|
Authors: | Abberger, Klaus |
Published in: |
Statistical Papers. - Springer. - Vol. 47.2006, 1, p. 1-15
|
Publisher: |
Springer |
Subject: | Forecasting | Prediction intervals | Non-normal distributions | Nonparametric estimation | Quantile regression |
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