Improved autoregressive forecasts in the presence of non-normal errors

Author: Li Jing   Lee Junsoo  

Publisher: Taylor & Francis Ltd

E-ISSN: 1563-5163|85|14|2936-2952

ISSN: 0094-9655

Source: Journal of Statistical Computation and Simulation, Vol.85, Iss.14, 2015-09, pp. : 2936-2952

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Abstract