scientific article; zbMATH DE number 5146375

zbMATH Open1110.62125MaRDI QIDQ3435362FDOQ3435362

Authors: Sa-Aat Niwitpong, Suparat Niwitpong 

Publication date: 26 April 2007

Title of this publication is not available (Why is that?)

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zbMATH Keywords

coverage probability

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Inference from stochastic processes and prediction (62M20)

Cited In (5)

• Approximate predictive pivots for autoregressive processes
• On multistep-ahead prediction intervals following unit root tests for a Gaussian AR(1) process with additive outliers
• A computational algorithm for the coverage probability of a first order autogressive process
• Nonparametric prediction intervals for explosive ar(1)-processes
• Coverage probability of a prediction interval for a seasonal AR(1) process

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