The asymptotic efficiency of improved prediction intervals (Q988105): Difference between revisions

@@ Property / author @@
+Paul V. Kabaila
@@ Property / author: Paul V. Kabaila / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2090072804
@@ Property / OpenAlex ID: W2090072804 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.1911
@@ Property / arXiv ID: 0901.1911 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4326424
@@ Property / cites work: Q4326424 / rank @@
+Normal rank
@@ Property / cites work @@
+Prediction and asymptotics
@@ Property / cites work: Prediction and asymptotics / rank @@
+Normal rank
@@ Property / cites work @@
+Approximate predictive pivots for autoregressive processes
+Normal rank
@@ Property / cites work @@
+Q4127789
@@ Property / cites work: Q4127789 / rank @@
+Normal rank
@@ Property / cites work @@
+ON BOOTSTRAP PREDICTIVE INFERENCE FOR AUTOREGRESSIVE PROCESSES
+Normal rank
@@ Property / cites work @@
+The Relevance Property For Prediction Intervals
@@ Property / cites work: The Relevance Property For Prediction Intervals / rank @@
+Normal rank
@@ Property / cites work @@
+The adjustment of prediction intervals to account for errors in parameter estimation
+Normal rank
@@ Property / cites work @@
+The Relative Efficiency of Prediction Intervals
@@ Property / cites work: The Relative Efficiency of Prediction Intervals / rank @@
+Normal rank
@@ Property / cites work @@
+Improved Prediction Limits For AR(p) and ARCH(p) Processes
+Normal rank
@@ Property / cites work @@
+The sampling distribution of forecasts from a first-order autoregression
+Normal rank
@@ Property / cites work @@
+Bootstrap Prediction Intervals for Autoregression
@@ Property / cites work: Bootstrap Prediction Intervals for Autoregression / rank @@
+Normal rank
@@ Property / cites work @@
+Improved prediction intervals for stochastic process models
+Normal rank
@@ Property / cites work @@
+A simple procedure for computing improved prediction intervals for autoregressive models
+Normal rank