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Forecasting in the presence of large shocks - MaRDI portal

Forecasting in the presence of large shocks (Q671541)

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scientific article; zbMATH DE number 983361
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English
Forecasting in the presence of large shocks
scientific article; zbMATH DE number 983361

    Statements

    Forecasting in the presence of large shocks (English)
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    27 February 1997
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    Outliers
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    Forecast intervals
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    Parametric bootstrap
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    EM algorithm
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