A note on simultaneous calibrated prediction intervals for time series
DOI10.1007/S10260-020-00526-6zbMATH Open1478.62252OpenAlexW3031357806MaRDI QIDQ2665009FDOQ2665009
Authors: Giovanni Fonseca, Paolo Vidoni, Federica Giummolè 
Publication date: 18 November 2021
Published in: Statistical Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10260-020-00526-6
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Cites Work
- Prediction and asymptotics
- On prediction intervals based on predictive likelihood or bootstrap methods
- On the exact distribution of the maximum of absolutely continuous dependent random variables
- Bootstrap prediction intervals for autoregressive time series
- Bootstrap Joint Prediction Regions
- Calibrating Prediction Regions
- Calibrating predictive distributions
- Improved Prediction Limits For AR(p) and ARCH(p) Processes
- Theory & Methods: An Efficient Simulation Method for the Computation of a Class of Conditional Expectations
- Improved prediction intervals for stochastic process models
- Multivariate prediction
- Improved prediction limits for a general class of Gaussian models
Cited In (4)
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