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

Johannes Ledolter

Publication: Scientific journal › Journal article › Research › peer-review

Original language	English
Pages (from-to)	771 - 787
Journal	Communications in Statistics. Simulation and Computation
Volume	38
Issue number	4
Publication status	Published - 1 Nov 2009

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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",

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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

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