A computational algorithm for the coverage probability of a first order autogressive process (Q3700640): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1080/00949658508810797 / rank
 
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Latest revision as of 19:33, 14 June 2024

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A computational algorithm for the coverage probability of a first order autogressive process
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    A computational algorithm for the coverage probability of a first order autogressive process (English)
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    1985
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    Markov process
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    multivariate integration
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    algorithm
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    AR(1) time series
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    extreme value distribution
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    first passage time distribution
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    coverage probability
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    prediction intervals
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