Simultaneous prediction intervals for multiple forecasts based on Bonferroni and product-type inequalities
type: Item
instance of: scholarly article
title: Simultaneous prediction intervals for multiple forecasts based on Bonferroni and product-type inequalities
zbMATH Open document ID: 0724.62094
DOI: 10.1016/0167-7152(91)90164-M
author: Joseph Glaz
author: Nalini Ravishanker
published in: Statistics \& Probability Letters
publication date: 1991-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 62F25
Mathematics Subject Classification ID: 62J15
zbMATH DE Number: 4194996
zbMATH Keywords: autoregressive integrated movig average models
zbMATH Keywords: Bonferroni-type inequalities
zbMATH Keywords: simultaneous confidence interval estimation
zbMATH Keywords: simultaneous prediction intervals
zbMATH Keywords: multiple forecasts from ARIMA models
zbMATH Keywords: product-type inequalities
zbMATH Keywords: marginal prediction intervals
describes a project that uses: AS 195
MaRDI profile type: Publication
cites work: Q4158362
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description: scientific article; zbMATH DE number 4194996