A note on simultaneous calibrated prediction intervals for time series (Q2665009): Difference between revisions

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+Federica Giummolè
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+MaRDI publication profile
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+https://doi.org/10.1007/s10260-020-00526-6
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+W3031357806
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@@ Property / cites work @@
+On the exact distribution of the maximum of absolutely continuous dependent random variables
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+Prediction and asymptotics
@@ Property / cites work: Prediction and asymptotics / rank @@
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+Calibrating Prediction Regions
@@ Property / cites work: Calibrating Prediction Regions / rank @@
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+Bootstrap prediction intervals for autoregressive time series
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+Multivariate prediction
@@ Property / cites work: Multivariate prediction / rank @@
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+Calibrating predictive distributions
@@ Property / cites work: Calibrating predictive distributions / rank @@
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+Improved prediction limits for a general class of Gaussian models
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+On prediction intervals based on predictive likelihood or bootstrap methods
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+Theory &amp; Methods: An Efficient Simulation Method for the Computation of a Class of Conditional Expectations
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+Improved Prediction Limits For AR(p) and ARCH(p) Processes
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+Improved prediction intervals for stochastic process models
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+Bootstrap Joint Prediction Regions
@@ Property / cites work: Bootstrap Joint Prediction Regions / rank @@
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