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Bootstrap predictive inference for ARIMA processes - MaRDI portal

Bootstrap predictive inference for ARIMA processes (Q4677024)

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scientific article; zbMATH DE number 2169597
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Bootstrap predictive inference for ARIMA processes
scientific article; zbMATH DE number 2169597

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    Bootstrap predictive inference for ARIMA processes (English)
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    20 May 2005
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    forecasting
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    non-Gaussian innovations
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    prediction density
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    resampling
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