A computational algorithm for the coverage probability of a first order autogressive process (Q3700640): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 13:22, 5 March 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)
0 references
1985
0 references
Markov process
0 references
multivariate integration
0 references
algorithm
0 references
AR(1) time series
0 references
extreme value distribution
0 references
first passage time distribution
0 references
coverage probability
0 references
prediction intervals
0 references