The Relevance Property For Prediction Intervals

DOI10.1111/1467-9892.00163zbMath0940.62086OpenAlexW2002270895MaRDI QIDQ4956034

Paul V. Kabaila

Publication date: 24 May 2000

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9892.00163

zbMATH Keywords

predictiontime-seriesconfidence levellength dependencerelevance property

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Parametric tolerance and confidence regions (62F25)

Related Items (8)

Improved prediction intervals for stochastic process models ⋮ Improved multivariate prediction regions for Markov process models ⋮ The adjustment of prediction intervals to account for errors in parameter estimation ⋮ Response prediction in mixed effects models ⋮ The asymptotic efficiency of improved prediction intervals ⋮ Improved Prediction Limits For AR(p) and ARCH(p) Processes ⋮ A justification of conditional confidence intervals ⋮ A simple procedure for computing improved prediction intervals for autoregressive models

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