A State space approach to bootstrapping conditional forecasts in arma models (Q3440775)
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scientific article; zbMATH DE number 5158767
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A State space approach to bootstrapping conditional forecasts in arma models |
scientific article; zbMATH DE number 5158767 |
Statements
A State space approach to bootstrapping conditional forecasts in arma models (English)
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29 May 2007
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ARMA model
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bootstrap
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forecast
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0.809613049030304
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0.7730989456176758
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0.7608703374862671
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0.7577971816062927
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