A computational algorithm for the coverage probability of a first order autogressive process (Q3700640): Difference between revisions
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Revision as of 09:47, 5 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A computational algorithm for the coverage probability of a first order autogressive process |
scientific article |
Statements
A computational algorithm for the coverage probability of a first order autogressive process (English)
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1985
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Markov process
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multivariate integration
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algorithm
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AR(1) time series
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extreme value distribution
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first passage time distribution
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coverage probability
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prediction intervals
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