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Prediction intervals in conditionally heteroscedastic time series with stochastic components
Santiago Pellegrini, Esther Ruiz, Antoni EspasaVolume:
27
Année:
2011
Langue:
english
Pages:
12
DOI:
10.1016/j.ijforecast.2010.05.007
Fichier:
PDF, 369 KB
english, 2011