Estimation Bias in the First-Order Autoregressive Model and its Impact on Predictions and Prediction Intervals

Johannes Ledolter

Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Forschung › Begutachtung

Originalsprache	Englisch
Seiten (von - bis)	771 - 787
Fachzeitschrift	Communications in Statistics. Simulation and Computation
Jahrgang	38
Ausgabenummer	4
Publikationsstatus	Veröffentlicht - 1 Nov. 2009

Verfügbarkeit prüfen

@article{5b069940528f4accb775168ae1bc630b,

title = "Estimation Bias in the First-Order Autoregressive Model and its Impact on Predictions and Prediction Intervals",

author = "Johannes Ledolter",

year = "2009",

month = nov,

day = "1",

language = "English",

volume = "38",

pages = "771 -- 787",

journal = "Communications in Statistics. Simulation and Computation",

issn = "0361-0918",

publisher = "Taylor and Francis Ltd.",

number = "4",

}

TY - JOUR

T1 - Estimation Bias in the First-Order Autoregressive Model and its Impact on Predictions and Prediction Intervals

AU - Ledolter, Johannes

PY - 2009/11/1

Y1 - 2009/11/1

M3 - Journal article

SN - 0361-0918

VL - 38

SP - 771

EP - 787

JO - Communications in Statistics. Simulation and Computation

JF - Communications in Statistics. Simulation and Computation

IS - 4

ER -