A computational algorithm for the coverage probability of a first order autogressive process (Q3700640)
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scientific article; zbMATH DE number 3926035
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| English | A computational algorithm for the coverage probability of a first order autogressive process |
scientific article; zbMATH DE number 3926035 |
Statements
A computational algorithm for the coverage probability of a first order autogressive process (English)
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1985
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Markov process
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multivariate integration
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algorithm
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AR(1) time series
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extreme value distribution
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first passage time distribution
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coverage probability
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prediction intervals
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0.7720344066619873
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0.7607197761535645
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0.7014455795288086
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