Prediction intervals for farima processes by bootstrap methods (Q2708090): Difference between revisions
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Revision as of 08:07, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Prediction intervals for farima processes by bootstrap methods |
scientific article |
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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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