Bootstrap prediction intervals for Markov processes
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Publication:1659134
DOI10.1016/j.csda.2015.05.010zbMath1466.62172OpenAlexW1559894513MaRDI QIDQ1659134
Publication date: 15 August 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2015.05.010
Computational methods for problems pertaining to statistics (62-08) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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