The sampling distribution of forecasts from a first-order autoregression
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 9 (1979)
Issue (Month): 3 (February)
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Web page: http://www.elsevier.com/locate/jeconom
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- Kabaila, Paul & Syuhada, Khreshna, 2010. "The asymptotic efficiency of improved prediction intervals," Statistics & Probability Letters, Elsevier, vol. 80(17-18), pages 1348-1353, September.
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