Simultaneous prediction intervals for multiple forecasts based on Bonferroni and product-type inequalities
| Autor: | Joseph Glaz, Nalini Ravishanker |
|---|---|
| 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 |
| Externí odkaz: |
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