The Relevance Property For Prediction Intervals

DOI10.1111/1467-9892.00163MaRDI QIDQ4956034zbMATH OpenOpenAlexFDO

Authors Paul Kabaila

Publication date 24 May 2000

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9892.00163

zbMATH Keywords

confidence levellength dependencepredictionrelevance propertytime-series

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Inference from stochastic processes and prediction (62M20)

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