2024 : 7 : 14
S.M.T.K. MirMostafaee

S.M.T.K. MirMostafaee

Academic rank: Associate Professor
ORCID: https://orcid.org/0000-0003-2796-4427
Education: PhD.
ScopusId:
Faculty: Faculty of Mathematical Sciences
Address: Department of Statistics‎, ‎Faculty of Mathematical Sciences‎, ‎University of Mazandaran‎, P.O‎. ‎Box 47416-1467‎, ‎Babolsar, ‎Iran‎
Phone: 01135302428

Research

Title
Tolerance intervals for time series models
Type
Thesis
Keywords
Autoregressive models, Coverage probability, Tolerance intervals.
Year
2022
Researchers Dhuha Yasir Abdulwahhab(Student)، Mehrnaz Mohammadpour(Advisor)، Mehran Naghizadeh Qomi(PrimaryAdvisor)، S.M.T.K. MirMostafaee(PrimaryAdvisor)

Abstract

In statistical inference, we can obtain an interval estimator for the parameter of interest. Also, one can obtain a prediction interval for a future observation with a certain probability. Tolerance interval is another type of interval for a random variable. Tolerance interval is another type of interval for random variable which is defined as Tolerance interval can be calculated for any distribution based on sample. In this thesis, we are interested for obtaining the tolerance intervals for some models of time series such as autoregressive models.