Prediction intervals for farima processes by bootstrap methods (Q2708090): Difference between revisions

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Latest revision as of 15:20, 3 June 2024

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Prediction intervals for farima processes by bootstrap methods
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    Prediction intervals for farima processes by bootstrap methods (English)
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    5 November 2002
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    fractional ARIMA processes
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    long-range dependence
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    long-range forecasting
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    bootstrap
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    prediction intervals
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    Whittle estimator
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