Simultaneous prediction intervals for multiple forecasts based on Bonferroni and product-type inequalities (Q758071)
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scientific article; zbMATH DE number 4194996
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| English | Simultaneous prediction intervals for multiple forecasts based on Bonferroni and product-type inequalities |
scientific article; zbMATH DE number 4194996 |
Statements
Simultaneous prediction intervals for multiple forecasts based on Bonferroni and product-type inequalities (English)
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1991
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autoregressive integrated movig average models
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Bonferroni-type inequalities
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simultaneous confidence interval estimation
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simultaneous prediction intervals
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multiple forecasts from ARIMA models
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product-type inequalities
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marginal prediction intervals
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0.87354386
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