Obtaining prediction intervals for FARIMA processes using the sieve bootstrap (Q5219458)
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scientific article; zbMATH DE number 7179558
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Obtaining prediction intervals for FARIMA processes using the sieve bootstrap |
scientific article; zbMATH DE number 7179558 |
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Obtaining prediction intervals for FARIMA processes using the sieve bootstrap (English)
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12 March 2020
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forecasting
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long memory processes
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fractionally integrated time series
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model-based bootstrap
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ARFIMA processes
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