The Relative Efficiency of Prediction Intervals

DOI10.1080/03610920701386794zbMath1128.62104OpenAlexW1986379979MaRDI QIDQ5438325

Khreshna Syuhada, Paul V. Kabaila

Publication date: 23 January 2008

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920701386794

zbMATH Keywords

prediction intervalrelative efficiency

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Parametric inference (62F99) Nonparametric inference (62G99)

Related Items (1)

The asymptotic efficiency of improved prediction intervals

Cites Work

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• The sampling distribution of forecasts from a first-order autoregression
• On spline estimators and prediction intervals in nonparametric regression.
• Bootstrap Prediction Intervals for Autoregression
• ON BOOTSTRAP PREDICTIVE INFERENCE FOR AUTOREGRESSIVE PROCESSES
• The adjustment of prediction intervals to account for errors in parameter estimation
• Improved prediction intervals for stochastic process models
• Deficiency

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