Pages that link to "Item:Q3077664"

The following pages link to A simple procedure for computing improved prediction intervals for autoregressive models (Q3077664):

Displaying 11 items.

• Improved multivariate prediction regions for Markov process models (Q518878) (← links)
• Approximate predictive pivots for autoregressive processes (Q952858) (← links)
• The asymptotic efficiency of improved prediction intervals (Q988105) (← links)
• Model-free one-step-ahead prediction intervals: Asymptotic theory and small sample simulations (Q1092579) (← links)
• Improved Prediction Intervals and Distribution Functions (Q3077768) (← links)
• Improved prediction limits for a general class of Gaussian models (Q3103203) (← links)
• Improved Prediction Limits For AR(p) and ARCH(p) Processes (Q3608195) (← links)
• The adjustment of prediction intervals to account for errors in parameter estimation (Q4677017) (← links)
• Prediction Interval for Autoregressive Time Series via Oracally Efficient Estimation of Multi‐Step‐Ahead Innovation Distribution Function (Q4684334) (← links)
• (Q5347481) (← links)
• Prediction intervals in the beta autoregressive moving average model (Q6050494) (← links)