The adjustment of prediction intervals to account for errors in parameter estimation (Q4677017)

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scientific article; zbMATH DE number 2169590
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The adjustment of prediction intervals to account for errors in parameter estimation
scientific article; zbMATH DE number 2169590

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    The adjustment of prediction intervals to account for errors in parameter estimation (English)
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    20 May 2005
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    Gaussian autoregression
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    second order approximation
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    estimation error
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