Bootstrap prediction intervals for autoregressive models fitted to non-autoregressive processes (Q5123758)
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scientific article; zbMATH DE number 7253114
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrap prediction intervals for autoregressive models fitted to non-autoregressive processes |
scientific article; zbMATH DE number 7253114 |
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Bootstrap prediction intervals for autoregressive models fitted to non-autoregressive processes (English)
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29 September 2020
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autoregressive processes
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interval forecasts
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bootstrap
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robustness
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