Simultaneous prediction intervals for multiple forecasts based on Bonferroni and product-type inequalities
Autor: | Joseph Glaz, Nalini Ravishanker |
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Rok vydání: | 1991 |
Předmět: |
Statistics and Probability
Prediction interval Product type Confidence interval symbols.namesake Bonferroni correction Statistics symbols Econometrics Statistics::Methodology Autoregressive–moving-average model Autoregressive integrated moving average Statistics Probability and Uncertainty Physics::Atmospheric and Oceanic Physics Mathematics Confidence and prediction bands |
Zdroj: | Statistics & Probability Letters. 12:57-63 |
ISSN: | 0167-7152 |
Popis: | New simultaneous prediction intervals for multiple forecasts from ARIMA models based on the Bonferroni-type and the product-type inequalities are introduced. These prediction intervals are compared with the marginal prediction intervals used in forecasting. |
Databáze: | OpenAIRE |
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