A computational algorithm for the coverage probability of a first order autogressive process (Q3700640): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/00949658508810797 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1991085593 / rank | |||
Normal rank | |||
Revision as of 22:22, 19 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
