Pages that link to "Item:Q4677017"
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The following pages link to The adjustment of prediction intervals to account for errors in parameter estimation (Q4677017):
Displayed 10 items.
- Improved multivariate prediction regions for Markov process models (Q518878) (← links)
- On robust forecasting in dynamic vector time series models (Q951052) (← links)
- The asymptotic efficiency of improved prediction intervals (Q988105) (← links)
- A justification of conditional confidence intervals (Q2044389) (← links)
- A simple procedure for computing improved prediction intervals for autoregressive models (Q3077664) (← links)
- The effects of model parameter deviations on the variance of a linearly filtered time series (Q3580163) (← links)
- Improved Prediction Limits For AR(p) and ARCH(p) Processes (Q3608195) (← links)
- The adjustment of prediction intervals to account for errors in parameter estimation (Q4677017) (← links)
- Approximation methods for multiple period Value at Risk and Expected Shortfall prediction (Q5001182) (← links)
- The Relative Efficiency of Prediction Intervals (Q5438325) (← links)