A Time-Simultaneous Prediction Box for a Multivariate Time Series-Reference-Cited by-同舟云学术

A Time-Simultaneous Prediction Box for a Multivariate Time Series

Published:2015-09-30 Issue:8 Volume:34 Page:675-693
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:J. Forecast.

Author:

Kolsrud Dag¹

Affiliation:

1. Statistics Norway; Oslo Norway

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modelling and Simulation

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/for.2366/fullpdf

Reference71 articles.

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4. The ordering of multivariate data (with comments);Barnett;Annals of Mathematical Statistics,1976

5. Prepivoting to reduce level error in confidence sets;Beran;Biometrika,1987

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