Large sample prediction regions with estimated parameters (Q3799527): Difference between revisions
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| Property / cites work: Asymptotic distributions of prediction errors and related tests of fit for nonstationary processes / rank | |||
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| Property / cites work: Robust tests for time series with an application to first-order autoregressive processes / rank | |||
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| Property / cites work: Q5639189 / rank | |||
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| Property / cites work: Large sample estimation and prediction for explosive growth curve models / rank | |||
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Latest revision as of 18:45, 18 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large sample prediction regions with estimated parameters |
scientific article |
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Large sample prediction regions with estimated parameters (English)
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1987
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asymptotic size
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autoregressive processes
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estimated prediction regions
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log-linear multinomial
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size correction
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asymptotic correction for the coverage probability
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stationary
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non-stationary
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asymptotic power
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dependent sample observations
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prediction interval
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