Improved prediction limits for a general class of Gaussian models (Q3103203)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved prediction limits for a general class of Gaussian models |
scientific article |
Statements
Improved prediction limits for a general class of Gaussian models (English)
0 references
26 November 2011
0 references
ARMA models
0 references
coverage probability
0 references
prediction interval
0 references
predictive density
0 references
state space models
0 references
