Bootstrap prediction intervals for Markov processes.
Li PanDimitris N. PolitisPublished in: Comput. Stat. Data Anal. (2016)
Keyphrases
- markov processes
- prediction intervals
- regression model
- confidence level
- confidence intervals
- markov chain
- travel time
- linear regression model
- markov process
- stochastic processes
- probability distribution
- prediction error
- regression methods
- random fields
- non stationary
- continuous time markov chains
- model selection
- linear regression
- road network
- steady state
- monte carlo
- nonlinear dynamical systems
- special case
- objective function