Improved multivariate prediction regions for Markov process models

DOI10.1007/s10260-016-0362-yzbMath1397.62352OpenAlexW2398197330MaRDI QIDQ518878

Paolo Vidoni

Publication date: 30 March 2017

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11390/1100394

zbMATH Keywords

time seriescoverage probabilityautoregressive modelestimative prediction limitssimultaneous prediction limits

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

A justification of conditional confidence intervals

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