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- W181572154 abstract "A new prediction interval for an unknown mean first-order autoregressive process (AR(1)) using combined predictors from a stationary process and a non stationary process is investigated in this paper. The coverage probabilities of a new prediction interval and a standard prediction interval are also derived to be functionally independent of the population mean and the variance of the innovation process. Monte Carlo simulation shows that a new prediction interval has a desired minimum coverage probability 1−α, which is better than a standard prediction interval for all the autoregressive parameter values used and for all sample sizes considered in this paper." @default.
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- W181572154 date "2006-01-01" @default.
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- W181572154 title "On Coverage Probability of a Prediction Interval for an Unknown Mean AR(1) Process Using Combined Predictors" @default.
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