Simultaneous prediction intervals for multiple forecasts based on Bonferroni and product-type inequalities
DOI10.1016/0167-7152(91)90164-MzbMATH Open0724.62094MaRDI QIDQ758071FDOQ758071
Joseph Glaz, Nalini Ravishanker
Publication date: 1991
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Recommendations
Bonferroni-type inequalitiesautoregressive integrated movig average modelsmarginal prediction intervalsmultiple forecasts from ARIMA modelsproduct-type inequalitiessimultaneous confidence interval estimationsimultaneous prediction intervals
Parametric tolerance and confidence regions (62F25) Inference from stochastic processes and prediction (62M20) Paired and multiple comparisons; multiple testing (62J15)
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Cited In (9)
- Parallel discretization of the Markov chain approximation for the autoregressive moving average chart
- Time-simultaneous prediction bands: a new look at the uncertainty involved in forecasting mortality
- Quasi Most Powerful Invariant Goodness‐of‐fit Tests
- Simultaneous prediction intervals for autoregressive-integrated moving-average models: A comparative study.
- Title not available (Why is that?)
- Title not available (Why is that?)
- Simultaneous Confidence Intervals in Econometric Forecasting
- Multiple forecasts with autoregressive time series models: Case studies.
- Simultaneous prediction intervals for multiple comparisons with a standard
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