Simultaneous prediction intervals for multiple forecasts based on Bonferroni and product-type inequalities (Q758071): Difference between revisions

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Latest revision as of 15:05, 21 June 2024

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Simultaneous prediction intervals for multiple forecasts based on Bonferroni and product-type inequalities
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    Simultaneous prediction intervals for multiple forecasts based on Bonferroni and product-type inequalities (English)
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    1991
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    autoregressive integrated movig average models
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    Bonferroni-type inequalities
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    simultaneous confidence interval estimation
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    simultaneous prediction intervals
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    multiple forecasts from ARIMA models
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    product-type inequalities
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    marginal prediction intervals
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