Prediction Limits for Poisson INAR(1) Process
We discuss the problem of deriving an estimative prediction limit as well as a simulation-based improved prediction limit for a future realization from the stationary, first-order Poisson INAR(1) process. An assessment of these limits was carried out by calculating their coverage probability, condit...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
ITB Journal Publisher
2015-06-01
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| Series: | Journal of Mathematical and Fundamental Sciences |
| Subjects: | |
| Online Access: | http://journals.itb.ac.id/index.php/jmfs/article/view/474 |