COVERAGE PROBABILITY OF A PREDICTION INTERVAL FOR A SEASONAL AR(1) PROCESS

DOI10.17654/AS048040241zbMath1347.62192OpenAlexW2520309511MaRDI QIDQ2820393

Sa-aat Niwitpong, Monchaya Chiangpradit

Publication date: 16 September 2016

Published in: Advances and Applications in Statistics (Search for Journal in Brave)

Full work available at URL: http://www.pphmj.com/abstract/9851.htm

zbMATH Keywords

coverage probabilityprediction intervalseasonal AR(1) process

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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