Simultaneous prediction intervals for autoregressive-integrated moving-average models: A comparative study.
type: Item
instance of: scholarly article
title: Simultaneous prediction intervals for autoregressive-integrated moving-average models: A comparative study.
zbMATH Open document ID: 1042.62607
DOI: 10.1016/S0167-9473(98)00038-3
author: Siu Hung Cheung
author: Wai Sum Chan
author: Ka Ho Wu
published in: Computational Statistics and Data Analysis
publication date: 1999-01-12T00:00:00Z
Mathematics Subject Classification ID: 62M20
zbMATH DE Number: 1238634
zbMATH Keywords: Autoregressive-integrated moving-average models
zbMATH Keywords: Simultaneous prediction intervals
zbMATH Keywords: Multiple forecasts
describes a project that uses: QSIMVN
describes a project that uses: AS 195
describes a project that uses: AS 6
describes a project that uses: AS 66
MaRDI profile type: Publication
cites work: Q4137964
cites work: Q3814600
cites work: Probability Inequalities for Multivariate Distributions with Dependence Structures
cites work: Simultaneous prediction intervals for multiple forecasts based on Bonferroni and product-type inequalities
cites work: Q4000423
cites work: Subset complement addition upper bounds. An improved inclusion-exclusion method
cites work: An upper bound for the probability of a union
cites work: Approximations to Multivariate Normal Rectangle Probabilities Based on Conditional Expectations
cites work: Approximate Simultaneous Prediction Intervals for Multiple Forecasts
cites work: Algorithm AS 195: Multivariate Normal Probabilities with Error Bound
cites work: Q4863759
full work available at URL: s0167-9473(98)00038-3
OpenAlex ID: W2023406383
description: scientific article; zbMATH DE number 1238634