Large sample prediction regions with estimated parameters
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Publication:3799527
DOI10.1080/03610928708829456zbMath0653.62070OpenAlexW2027819130MaRDI QIDQ3799527
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Publication date: 1987
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928708829456
stationaryprediction intervalautoregressive processesasymptotic powerasymptotic sizenon-stationarysize correctionasymptotic correction for the coverage probabilitydependent sample observationsestimated prediction regionslog-linear multinomial
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