Approximate Simultaneous Prediction Intervals for Multiple Forecasts

DOI10.2307/1269346zbMath0628.62094OpenAlexW2025884794MaRDI QIDQ3765084

Edward L. Melnick, Ravishanker, Nalini, Yosef Hochberg

Publication date: 1987

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

zbMATH Keywords

algorithmARIMA modelsspanning treesAR(1) modelautoregressive integrated moving average modelexponential smoothing modelapproximate simultaneous prediction intervals

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

Related Items (5)

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

This page was built for publication: Approximate Simultaneous Prediction Intervals for Multiple Forecasts