scientific article; zbMATH DE number 5146375

MaRDI QIDQ3435362zbMATH OpenFDO

Authors Sa-Aat Niwitpong, Suparat Niwitpong

Publication date 26 April 2007

zbMATH Keywords

coverage probability

Mathematics Subject Classification ID

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

Recommendations

• Coverage probability of a prediction interval for a seasonal AR(1) process
• Coverage probability of prediction intervals for discrete random variables
• Plug-in prediction intervals for a special class of standard ARH(1) processes
• On prediction intervals for conditionally heteroscedastic processes
• Simultaneous estimation and prediction using the expected coverage measure criterion
• Nonparametric prediction intervals for explosive ar(1)-processes
• scientific article; zbMATH DE number 6722872

Cited in

(6)

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

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3435362)