Forecasting in the presence of large shocks (Q671541)

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scientific article; zbMATH DE number 983361
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    Forecasting in the presence of large shocks
    scientific article; zbMATH DE number 983361

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      Forecasting in the presence of large shocks (English)
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      27 February 1997
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      Outliers
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      Forecast intervals
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      Parametric bootstrap
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      EM algorithm
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