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"Improved interval estimation of long run response from a dynamic linear ..."

Jae H. Kim, Iain Fraser, Rob J. Hyndman (2011)

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DOI: 10.1016/J.CSDA.2011.03.003

access: closed

type: Journal Article

metadata version: 2020-02-18

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Jae H. Kim, Iain Fraser, Rob J. Hyndman:
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach. Comput. Stat. Data Anal. 55(8): 2477-2489 (2011)

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