A3 Book section, Chapters in research books
Improved Frequentist Prediction Intervals for Autoregressive Models by Simulation (2015)

Helske, J., & Nyblom, J. (2015). Improved Frequentist Prediction Intervals for Autoregressive Models by Simulation. In S. J. Koopman, & N. Shephard (Eds.), Unobserved Components and Time Series Econometrics (pp. 291-309). Oxford University Press. doi:10.1093/acprof:oso/9780199683666.003.0013

JYU authors or editors

Publication details

All authors or editors: Helske, Jouni; Nyblom, Jukka

Parent publication: Unobserved Components and Time Series Econometrics

Parent publication editors: Koopman, Siem Jan; Shephard, Neil

ISBN: 978-0-19-968366-6

Publication year: 2015

Pages range: 291-309

Number of pages in the book: 400

Publisher: Oxford University Press

Publication country: United Kingdom

Publication language: English

DOI: https://doi.org/10.1093/acprof:oso/9780199683666.003.0013

Open Access: Publication channel is not openly available

Publication is parallel published (JYX): https://jyx.jyu.fi/handle/123456789/49075

Keywords: simulation

Free keywords: prediction intervals; autoregressive models

Contributing organizations

Ministry reporting: Yes

Reporting Year: 2015

JUFO rating: 3