Improved multivariate prediction regions for Markov process models (Q518878)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Improved multivariate prediction regions for Markov process models
scientific article

    Statements

    Improved multivariate prediction regions for Markov process models (English)
    0 references
    0 references
    30 March 2017
    0 references
    autoregressive model
    0 references
    coverage probability
    0 references
    estimative prediction limits
    0 references
    simultaneous prediction limits
    0 references
    time series
    0 references

    Identifiers