Improved prediction limits for a general class of Gaussian models (Q3103203): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.2010.00680.x / rank
 
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Latest revision as of 17:19, 4 July 2024

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Improved prediction limits for a general class of Gaussian models
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    Improved prediction limits for a general class of Gaussian models (English)
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    26 November 2011
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    ARMA models
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    coverage probability
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    prediction interval
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    predictive density
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    state space models
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