What does EDOF stand for?

To obtain the expanded uncertainty we need to obtain the effective degrees of freedom associated with u([[~.

Volume II deals with foundations of statistical inference, theoretical statistics, time series, and stochastic processes, broadly, and more specifically with topics such as theory and general principle in statistics, role of models in statistical analysis, the efficiency of least-squares estimates, prediction intervals and empirical Bayes confidence intervals, local ancillarity, effective degrees of freedom and the likelihood ration test, non-linearity and time irreversibility in long-range dependence, and the analysis of non-Markovian stochastic processes by the inclusion of supplementary variables.