Asymptotic properties of sieve bootstrap prediction intervals for \textit{FARIMA} processes (Q2231017)
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scientific article; zbMATH DE number 7402720
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| English | Asymptotic properties of sieve bootstrap prediction intervals for \textit{FARIMA} processes |
scientific article; zbMATH DE number 7402720 |
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Asymptotic properties of sieve bootstrap prediction intervals for \textit{FARIMA} processes (English)
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29 September 2021
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\textit{ARFIMA}
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forecast intervals
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fractionally integrated time series
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long memory processes
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autoregressive approximations
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0.8558716177940369
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0.8394938111305237
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0.8293277025222778
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0.8106138706207275
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0.8106138706207275
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