A simple procedure for computing improved prediction intervals for autoregressive models (Q3077664): Difference between revisions

@@ Property / cites work @@
+Q4326424
@@ Property / cites work: Q4326424 / rank @@
+Normal rank
@@ Property / cites work @@
+Prediction and asymptotics
@@ Property / cites work: Prediction and asymptotics / rank @@
+Normal rank
@@ Property / cites work @@
+On the Generalization of the Likelihood Function and the Likelihood Principle
+Normal rank
@@ Property / cites work @@
+On prediction intervals based on predictive likelihood or bootstrap methods
+Normal rank
@@ Property / cites work @@
+ON BOOTSTRAP PREDICTIVE INFERENCE FOR AUTOREGRESSIVE PROCESSES
+Normal rank
@@ Property / cites work @@
+The Relevance Property For Prediction Intervals
@@ Property / cites work: The Relevance Property For Prediction Intervals / rank @@
+Normal rank
@@ Property / cites work @@
+Theory &amp; Methods: An Efficient Simulation Method for the Computation of a Class of Conditional Expectations
+Normal rank
@@ Property / cites work @@
+The adjustment of prediction intervals to account for errors in parameter estimation
+Normal rank
@@ Property / cites work @@
+Improved Prediction Limits For AR(p) and ARCH(p) Processes
+Normal rank
@@ Property / cites work @@
+Frequentist prediction intervals and predictive distributions
+Normal rank
@@ Property / cites work @@
+The sampling distribution of forecasts from a first-order autoregression
+Normal rank
@@ Property / cites work @@
+Bootstrap Prediction Intervals for Autoregression
@@ Property / cites work: Bootstrap Prediction Intervals for Autoregression / rank @@
+Normal rank
@@ Property / cites work @@
+Miscellanea. A note on modified estimative prediction limits and distributions
+Normal rank
@@ Property / cites work @@
+Improved prediction intervals for stochastic process models
+Normal rank
@@ Property / cites work @@
+Improved Prediction Intervals and Distribution Functions
+Normal rank