Bootstrapping Periodic State-Space Models
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Publication:5252835
DOI10.1080/03610918.2013.777737zbMath1328.62518MaRDI QIDQ5252835
Hafida Guerbyenne, Fayçal Hamdi
Publication date: 3 June 2015
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2013.777737
bootstrap; forecasting; prediction region; backward representation; finite sample distributions; periodic state-space models; \textit{PVARMA} models; periodic Chandrasekhar filter
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G05: Nonparametric estimation
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Cites Work
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