Improved multivariate prediction regions for Markov process models (Q518878)

From MaRDI portal





scientific article; zbMATH DE number 6698261
Language Label Description Also known as
English
Improved multivariate prediction regions for Markov process models
scientific article; zbMATH DE number 6698261

    Statements

    Improved multivariate prediction regions for Markov process models (English)
    0 references
    0 references
    30 March 2017
    0 references
    autoregressive model
    0 references
    coverage probability
    0 references
    estimative prediction limits
    0 references
    simultaneous prediction limits
    0 references
    time series
    0 references

    Identifiers