Simultaneous prediction intervals for ARMA processes with stable innovations
Year of publication: |
2009
|
---|---|
Authors: | Nolan, John P. ; Ravishanker, Nalini |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 28.2009, 3, p. 235-246
|
Subject: | ARMA-Modell | ARMA model | Prognoseverfahren | Forecasting model | Theorie | Theory |
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