Tian, Qinglong; Nordman, Daniel J.; Meeker, William Q. Methods to compute prediction intervals: a review and new results. (English) Zbl 07612073 Stat. Sci. 37, No. 4, 580-597 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Honda, Fumiaki; Kurosawa, Takeshi Bias reduction of a conditional maximum likelihood estimator for a Gaussian second-order moving average model. (English) Zbl 1478.62256 Mod. Stoch., Theory Appl. 8, No. 4, 435-463 (2021). MSC: 62M10 62F10 60G10 × Cite Format Result Cite Review PDF Full Text: DOI
Fonseca, Giovanni; Giummolè, Federica; Vidoni, Paolo A note on simultaneous calibrated prediction intervals for time series. (English) Zbl 1478.62252 Stat. Methods Appl. 30, No. 1, 317-330 (2021). MSC: 62M10 62M20 65C05 × Cite Format Result Cite Review PDF Full Text: DOI Link
De Oliveira, Victor; Kone, Bazoumana Prediction intervals for integrals of Gaussian random fields. (English) Zbl 1507.62043 Comput. Stat. Data Anal. 83, 37-51 (2015). MSC: 62-08 62M40 62F25 62M20 × Cite Format Result Cite Review PDF Full Text: DOI Link