Large sample prediction regions with estimated parameters (Q3799527)
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English | Large sample prediction regions with estimated parameters |
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Large sample prediction regions with estimated parameters (English)
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1987
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asymptotic size
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autoregressive processes
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estimated prediction regions
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log-linear multinomial
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size correction
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asymptotic correction for the coverage probability
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stationary
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non-stationary
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asymptotic power
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dependent sample observations
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prediction interval
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