Forecasting in the presence of large shocks (Q671541)
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scientific article; zbMATH DE number 983361
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| English | Forecasting in the presence of large shocks |
scientific article; zbMATH DE number 983361 |
Statements
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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0.7763082981109619
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0.7576947212219238
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0.7524018883705139
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0.7500354051589966
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