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A comparison of two simple prediction intervals for exponential distribution

✍ Scribed by Balakrishnan, N.; Lin, C.-T.; Ping-Shing Chan

Book ID
114668343
Publisher
IEEE
Year
2005
Tongue
English
Weight
782 KB
Volume
54
Category
Article
ISSN
0018-9529

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✍ Rob J. Hyndman; Anne B. Koehler; J. Keith Ord; Ralph D. Snyder πŸ“‚ Article πŸ“… 2005 πŸ› John Wiley and Sons 🌐 English βš– 165 KB πŸ‘ 1 views

Three general classes of state space models are presented, using the single source of error formulation. The first class is the standard linear model with homoscedastic errors, the second retains the linear structure but incorporates a dynamic form of heteroscedasticity, and the third allows for non