Prediction intervals for farima processes by bootstrap methods (Q2708090)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Prediction intervals for farima processes by bootstrap methods
scientific article

    Statements

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

    Identifiers