43 citations · 84 across the 4 of their papers we have counts for
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Properties of Test Statistics for Nonparametric Cointegrating Regression Functions Based on Subsamples
Sepideh Mosaferi, Mark S. Kaiser, Daniel J. Nordman
Nonparametric cointegrating regression models have been extensively used in financial markets, stock prices, heavy traffic, climate data sets, and energy markets. Models with param…
Constructing Prediction Intervals Using the Likelihood Ratio Statistic
Qinglong Tian, Daniel J. Nordman, William Q. Meeker
Statistical prediction plays an important role in many decision processes such as university budgeting (depending on the number of students who will enroll), capital budgeting (dep…
Methods to Compute Prediction Intervals: A Review and New Results
Qinglong Tian, Daniel J. Nordman, William Q. Meeker
This paper reviews two main types of prediction interval methods under a parametric framework. First, we describe methods based on an (approximate) pivotal quantity. Examples inclu…
Predicting the Number of Future Events
Qinglong Tian, Fanqi Meng, Daniel J. Nordman +1
This paper describes prediction methods for the number of future events from a population of units associated with an on-going time-to-event process. Examples include the predictio…