Prediction intervals in conditionally heteroscedastic time series with stochastic components
Year of publication: |
2011
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Authors: | Pellegrini, Santiago ; Ruiz, Esther ; Espasa Terrades, Antoni |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 27.2011, 2, p. 308-319
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Subject: | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Stochastischer Prozess | Stochastic process | Heteroskedastizität | Heteroscedasticity | Schätztheorie | Estimation theory |
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