COVERAGE PROBABILITY OF A PREDICTION INTERVAL FOR A SEASONAL AR(1) PROCESS
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Publication:2820393
DOI10.17654/AS048040241zbMath1347.62192MaRDI QIDQ2820393
Sa-aat Niwitpong, Monchaya Chiangpradit
Publication date: 16 September 2016
Published in: Advances and Applications in Statistics (Search for Journal in Brave)
Full work available at URL: http://www.pphmj.com/abstract/9851.htm
62M20: Inference from stochastic processes and prediction
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)