Kernel smoothed prediction intervals for ARMA models

Klaus Abberger

Statistical Papers, 2006, vol. 47, issue 1, 15 pages

Keywords: Forecasting; Prediction intervals; Non-normal distributions; Nonparametric estimation; Quantile regression (search for similar items in EconPapers)
Date: 2006
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DOI: 10.1007/s00362-005-0269-4

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