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ON BOOTSTRAP PREDICTIVE INFERENCE FOR AUTOREGRESSIVE PROCESSES - MaRDI portal

ON BOOTSTRAP PREDICTIVE INFERENCE FOR AUTOREGRESSIVE PROCESSES (Q4272768)

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scientific article; zbMATH DE number 472908
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ON BOOTSTRAP PREDICTIVE INFERENCE FOR AUTOREGRESSIVE PROCESSES
scientific article; zbMATH DE number 472908

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    ON BOOTSTRAP PREDICTIVE INFERENCE FOR AUTOREGRESSIVE PROCESSES (English)
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    19 January 1994
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    Gaussian processes
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    conditional inference
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    strictly stationary autoregressive process
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    bootstrap-based predictive inference
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    unconditional inference
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    non-Gaussian autoregressive process
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