Improved multivariate prediction regions for Markov process models (Q518878)

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scientific article; zbMATH DE number 6698261
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    Improved multivariate prediction regions for Markov process models
    scientific article; zbMATH DE number 6698261

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