Predicting Using Box-Jenkins, Nonparametric, and Bootstrap Techniques (Q4864358)

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scientific article; zbMATH DE number 845780
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Predicting Using Box-Jenkins, Nonparametric, and Bootstrap Techniques
scientific article; zbMATH DE number 845780

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    Predicting Using Box-Jenkins, Nonparametric, and Bootstrap Techniques (English)
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    7 March 1996
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    concentration levels
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    kernel estimation
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    consistency
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    semiparametric prediction system
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    time series
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    trend
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    Box-Jenkins prediction
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    residual series
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    bootstrap
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    prediction intervals
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    autoregressive integrated models
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    Monte Carlo simulation
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