Bootstrap predictive inference for ARIMA processes
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Publication:4677024
DOI10.1111/j.1467-9892.2004.01713.xzbMath1062.62199OpenAlexW3125411422MaRDI QIDQ4677024
Lorenzo Pascual, Esther Ruiz Ortega, Juan J. Romo
Publication date: 20 May 2005
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10016/4841
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09)
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