Helske J (2016). tsPI: Bayesian Prediction Intervals for ARIMA Processes and Structural Time Series. R package version 1.0.1, https://github.com/helske/arimaPI.

Helske, J., Nyblom and J. (2014). “Improved frequentist prediction intervals for ARMA models by simulation.” In Knif, J., Pape and B. (eds.), Contributions to Mathematics, Statistics, Econometrics, and Finance : essays in honour of professor Seppo Pynnönen, number 296 series Acta Wasaensia, pp. 71–86. University of Vaasa. http://urn.fi/URN:NBN:fi:jyu-201603141836.

Helske, J., Nyblom and J. (2015). “Improved Frequentist Prediction Intervals for Autoregressive Models by Simulation.” In Koopman, J. S, Shephard and N. (eds.), Unobserved Components and Time Series Econometrics. Oxford University Press. http://urn.fi/URN:NBN:fi:jyu-201603141839.

Helske and J.. (2015). Prediction and Interpolation of Time Series By State Space Models. University Of Jyväskylä. http://urn.fi/URN:NBN:fi:jyu-201603111829.

Corresponding BibTeX entries:

  @Manual{RtsPI,
    title = {{tsPI}: Bayesian Prediction Intervals for ARIMA Processes
      and Structural Time Series},
    author = {Jouni Helske},
    year = {2016},
    note = {R package version 1.0.1},
    url = {https://github.com/helske/arimaPI},
  }

  @InCollection{arimaPI,
    author = {{Helske} and {J.} and {Nyblom} and {J.}},
    title = {Improved frequentist prediction intervals for {ARMA}
      models by simulation},
    booktitle = {Contributions to Mathematics, Statistics,
      Econometrics, and Finance : essays in honour of professor Seppo
      Pynnönen},
    publisher = {University of Vaasa},
    editor = {{Knif} and {J.} and {Pape} and {B.}},
    number = {296},
    series = {Acta Wasaensia},
    pages = {71--86},
    year = {2014},
    url = {http://urn.fi/URN:NBN:fi:jyu-201603141836},
  }

  @InCollection{arPI,
    author = {{Helske} and {J.} and {Nyblom} and {J.}},
    title = {Improved Frequentist Prediction Intervals for
      Autoregressive Models by Simulation},
    booktitle = {Unobserved Components and Time Series Econometrics},
    publisher = {Oxford University Press},
    editor = {{Koopman} and S. J. and {Shephard} and {N.}},
    year = {2015},
    url = {http://urn.fi/URN:NBN:fi:jyu-201603141839},
  }

  @Book{thesis,
    author = {{Helske} and {J..}},
    title = {Prediction and Interpolation of Time Series By State Space
      Models},
    publisher = {University Of Jyväskylä},
    year = {2015},
    url = {http://urn.fi/URN:NBN:fi:jyu-201603111829},
  }