A State space approach to bootstrapping conditional forecasts in arma models
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Publication:3440775
DOI10.1111/1467-9892.00288zbMath1115.62101OpenAlexW3124033197MaRDI QIDQ3440775
David S. Stoffer, Kent D. Wall
Publication date: 29 May 2007
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00288
Inference from stochastic processes and prediction (62M20) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09)
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