Large sample prediction regions with estimated parameters (Q3799527)

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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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