Obtaining prediction intervals for FARIMA processes using the sieve bootstrap (Q5219458)
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scientific article; zbMATH DE number 7179558
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| English | Obtaining prediction intervals for FARIMA processes using the sieve bootstrap |
scientific article; zbMATH DE number 7179558 |
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Obtaining prediction intervals for FARIMA processes using the sieve bootstrap (English)
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12 March 2020
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forecasting
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long memory processes
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fractionally integrated time series
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model-based bootstrap
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ARFIMA processes
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0.8558716177940369
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0.8526269793510437
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0.8367152214050293
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0.8275504112243652
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