Kernel smoothed prediction intervals for ARMA models

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ABBERGER, Klaus, 2002. Kernel smoothed prediction intervals for ARMA models

@techreport{Abberger2002Kerne-537, series={CoFE-Diskussionspapiere / Zentrum für Finanzen und Ökonometrie}, title={Kernel smoothed prediction intervals for ARMA models}, year={2002}, number={2002/02}, author={Abberger, Klaus} }

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