Exact joint forecast regions for vector autoregressive models (Q4935563): Difference between revisions

@@ Property / describes a project that uses @@
+AS 195
@@ Property / describes a project that uses: AS 195 / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/02664769922638
+Normal rank
@@ Property / OpenAlex ID @@
+W1991659718
@@ Property / OpenAlex ID: W1991659718 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4840212
@@ Property / cites work: Q4840212 / rank @@
+Normal rank
@@ Property / cites work @@
+Approximations to Multivariate Normal Rectangle Probabilities Based on Conditional Expectations
+Normal rank
@@ Property / cites work @@
+Interval forecasting in cointegrated systems
@@ Property / cites work: Interval forecasting in cointegrated systems / rank @@
+Normal rank
@@ Property / cites work @@
+Algorithm AS 195: Multivariate Normal Probabilities with Error Bound
+Normal rank