A simple procedure for computing improved prediction intervals for autoregressive models.
- Published in:
- Journal of Time Series Analysis, 2009, v. 30, n. 6, p. 577, doi. 10.1111/j.1467-9892.2009.00626.x
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 2009 AND VI 30 AND IP 6
Results: 8
1
2
Bootstrap-based bandwidth choice for log-periodogram regression.
- Published in:
- Journal of Time Series Analysis, 2009, v. 30, n. 6, p. 591, doi. 10.1111/j.1467-9892.2009.00629.x
- By:
- Publication type:
- Article
3
Time Series Analysis With Applications in R Series: Springer Texts in Statistics, 2nd Edition.
- Published in:
- 2009
- By:
- Publication type:
- Book Review
4
The restricted likelihood ratio test at the boundary in autoregressive series.
- Published in:
- Journal of Time Series Analysis, 2009, v. 30, n. 6, p. 618, doi. 10.1111/j.1467-9892.2009.00630.x
- By:
- Publication type:
- Article
5
Computationally efficient methods for two multivariate fractionally integrated models.
- Published in:
- Journal of Time Series Analysis, 2009, v. 30, n. 6, p. 631, doi. 10.1111/j.1467-9892.2009.00631.x
- By:
- Publication type:
- Article
6
On nonparametric prediction of linear processes.
- Published in:
- Journal of Time Series Analysis, 2009, v. 30, n. 6, p. 652, doi. 10.1111/j.1467-9892.2009.00632.x
- By:
- Publication type:
- Article
7
Goodness-of-fit test for a nonlinear time series.
- Published in:
- Journal of Time Series Analysis, 2009, v. 30, n. 6, p. 674, doi. 10.1111/j.1467-9892.2009.00633.x
- By:
- Publication type:
- Article
8
A test for improved multi-step forecasting.
- Published in:
- Journal of Time Series Analysis, 2009, v. 30, n. 6, p. 682, doi. 10.1111/j.1467-9892.2009.00634.x
- By:
- Publication type:
- Article