Bootstrapping Periodic State-Space Models (Q5252835)
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scientific article; zbMATH DE number 6442501
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrapping Periodic State-Space Models |
scientific article; zbMATH DE number 6442501 |
Statements
Bootstrapping Periodic State-Space Models (English)
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3 June 2015
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backward representation
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bootstrap
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finite sample distributions
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forecasting
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periodic Chandrasekhar filter
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periodic state-space models
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\textit{PVARMA} models
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prediction region
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