Approximate Simultaneous Prediction Intervals for Multiple Forecasts

DOI10.2307/1269346zbMATH Open0628.62094OpenAlexW2025884794MaRDI QIDQ3765084FDOQ3765084

Authors: Nalini Ravishanker, Yosef Hochberg, Edward L. Melnick 

Publication date: 1987

Full work available at URL: https://doi.org/10.2307/1269346

zbMATH Keywords

spanning treesalgorithmARIMA modelsAR(1) modelautoregressive integrated moving average modelexponential smoothing modelapproximate simultaneous prediction intervals

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

Cited In (5)

• Time-simultaneous prediction bands: a new look at the uncertainty involved in forecasting mortality
• Simultaneous prediction intervals for autoregressive-integrated moving-average models: A comparative study.
• Simultaneous prediction intervals for multiple forecasts based on Bonferroni and product-type inequalities
• Multiple forecasts with autoregressive time series models: Case studies.
• APPROXIMATE SIMULTANEOUS SIGNIFICANCE INTERVALS FOR RESIDUAL AUTOCORRELATIONS OF AUTOREGRESSIVE MOVING-AVERAGE TIME SERIES MODELS

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