Improved prediction limits for a general class of Gaussian models (Q3103203)
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scientific article; zbMATH DE number 5981249
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| English | Improved prediction limits for a general class of Gaussian models |
scientific article; zbMATH DE number 5981249 |
Statements
Improved prediction limits for a general class of Gaussian models (English)
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26 November 2011
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ARMA models
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coverage probability
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prediction interval
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predictive density
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state space models
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0.7735622525215149
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0.7689727544784546
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0.7684103846549988
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0.7616221904754639
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