Simultaneous prediction intervals for ARMA processes with stable innovations

John P. Nolan; Nalini Ravishanker

doi:10.1002/for.1102

Simultaneous prediction intervals for ARMA processes with stable innovations

Journal of Forecasting ◽

10.1002/for.1102 ◽

2009 ◽

Vol 28 (3) ◽

pp. 235-246 ◽

Cited By ~ 2

Author(s):

John P. Nolan ◽

Nalini Ravishanker

Keyword(s):

Prediction Intervals ◽

Arma Processes ◽

Simultaneous Prediction

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Simultaneous Prediction Intervals for a Regression Model

Technometrics ◽

10.1080/00401706.1972.10488896 ◽

1972 ◽

Vol 14 (1) ◽

pp. 203-214 ◽

Cited By ~ 17

Author(s):

Gerald J. Hahn

Keyword(s):

Regression Model ◽

Prediction Intervals ◽

Simultaneous Prediction

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Approximate Simultaneous Prediction Intervals for Multiple Forecasts

Technometrics ◽

10.1080/00401706.1987.10488246 ◽

1987 ◽

Vol 29 (3) ◽

pp. 371-376 ◽

Cited By ~ 10

Author(s):

Nalini Ravishanker ◽

Yosef Hochberg ◽

Edward L. Melnick

Keyword(s):

Prediction Intervals ◽

Simultaneous Prediction

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Sieve Bootstrap Prediction Intervals for Contamined BIP-ARMA Processes

2012 31st International Conference of the Chilean Computer Science Society ◽

10.1109/sccc.2012.37 ◽

2012 ◽

Author(s):

Gustavo Ulloa ◽

Hector Allende

Keyword(s):

Prediction Intervals ◽

Sieve Bootstrap ◽

Arma Processes

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One-sided Simultaneous Prediction Intervals for AR(1) and MA(1) Processes with Exponential Innovations

Journal of Forecasting ◽

10.1002/(sici)1099-131x(199701)16:1<19::aid-for641>3.0.co;2-6 ◽

1997 ◽

Vol 16 (1) ◽

pp. 19-35 ◽

Cited By ~ 3

Author(s):

M. TERESA ALPUIM

Keyword(s):

Prediction Intervals ◽

Simultaneous Prediction

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Simultaneous Prediction Intervals to Contain the Standard Deviations or Ranges of Future Samples from a Normal Distribution

Journal of the American Statistical Association ◽

10.1080/01621459.1972.10481322 ◽

1972 ◽

Vol 67 (340) ◽

pp. 938-942 ◽

Cited By ~ 15

Author(s):

Gerald J. Hahn

Keyword(s):

Normal Distribution ◽

Prediction Intervals ◽

Simultaneous Prediction ◽

Standard Deviations

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Bayesian simultaneous prediction intervals and bounds for a finite population

Quality Engineering ◽

10.1080/08982112.2019.1656811 ◽

2019 ◽

Vol 32 (2) ◽

pp. 255-259

Author(s):

Michael S. Hamada ◽

Brian P. Weaver

Keyword(s):

Finite Population ◽

Prediction Intervals ◽

Simultaneous Prediction

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From marginal to simultaneous prediction intervals of wind power

2015 18th International Conference on Intelligent System Application to Power Systems (ISAP) ◽

10.1109/isap.2015.7325536 ◽

2015 ◽

Cited By ~ 3

Author(s):

Ricardo J. Bessa

Keyword(s):

Wind Power ◽

Prediction Intervals ◽

Simultaneous Prediction

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Simultaneous prediction intervals for all distances from the “best”

Communication in Statistics- Theory and Methods ◽

10.1080/03610929308831034 ◽

1993 ◽

Vol 22 (2) ◽

pp. 505-518 ◽

Cited By ~ 20

Author(s):

W. Liu

Keyword(s):

Prediction Intervals ◽

Simultaneous Prediction

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A general algorithm for computing simultaneous prediction intervals for the (log)-location-scale family of distributions

Journal of Statistical Computation and Simulation ◽

10.1080/00949655.2016.1277426 ◽

2017 ◽

Vol 87 (8) ◽

pp. 1559-1576 ◽

Cited By ~ 1

Author(s):

Yimeng Xie ◽

Yili Hong ◽

Luis A. Escobar ◽

William Q. Meeker

Keyword(s):

Prediction Intervals ◽

General Algorithm ◽

Scale Family ◽

Simultaneous Prediction ◽

Family Of Distributions

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Sidak-type simultaneous prediction intervals for the mortality measures RSRRi about the corresponding SePMRi for several competing risks of death in an epidemiologic study

Journal of Statistical Planning and Inference ◽

10.1016/0378-3758(85)90080-1 ◽

1985 ◽

Vol 12 ◽

pp. 311-329 ◽

Cited By ~ 5

Author(s):

B.Raja Rao ◽

Gary M. Marsh ◽

Joan Winwood

Keyword(s):

Competing Risks ◽

Epidemiologic Study ◽

Prediction Intervals ◽

Simultaneous Prediction

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