𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Adjusting forecast intervals in arch-m models

✍ Scribed by JESÚS MIGUEL; PILAR OLAVE


Book ID
108549506
Publisher
John Wiley and Sons
Year
2002
Tongue
English
Weight
125 KB
Volume
23
Category
Article
ISSN
0143-9782

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Aggregation in ARCH Models
✍ R. Leipus; M.'C. Viano 📂 Article 📅 2002 🏛 Springer 🌐 English ⚖ 163 KB
Scheffy's Confidence Intervals in the Mo
✍ M. Kuczyński; T. Drwièa 📂 Article 📅 1985 🏛 John Wiley and Sons 🌐 English ⚖ 393 KB 👁 1 views

ScheffB'e confidence intervals for linear functions of some subvectors of a vector of parameters are prenented. The considered subvectors are such that covariance matrices of their estimators are known non-negative definite matrices multiplied by unknown positive constants. This property is cheracte