Large sample prediction regions with estimated parameters

DOI10.1080/03610928708829456MaRDI QIDQ3799527zbMATH OpenOpenAlexFDO

Authors

Publication date 1987

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928708829456

zbMATH Keywords

asymptotic correction for the coverage probabilityasymptotic powerasymptotic sizeautoregressive processesdependent sample observationsestimated prediction regionslog-linear multinomialnon-stationaryprediction intervalsize correctionstationary

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Inference from stochastic processes and prediction (62M20)

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Cites work

• Asymptotic distributions of prediction errors and related tests of fit for nonstationary processes
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• scientific article; zbMATH DE number 3366343 (Why is no real title available?)
• Large sample estimation and prediction for explosive growth curve models
• Robust tests for time series with an application to first-order autoregressive processes

Cited in

(6)

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