Bootstrapping Periodic State-Space Models
type: Item
instance of: scholarly article
title: Bootstrapping Periodic State-Space Models
zbMATH Open document ID: 1328.62518
DOI: 10.1080/03610918.2013.777737
author: Hafida Guerbyenne
author: Fayçal Hamdi
publication date: 2015-06-03T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G05
zbMATH DE Number: 6442501
zbMATH Keywords: backward representation
zbMATH Keywords: bootstrap
zbMATH Keywords: finite sample distributions
zbMATH Keywords: forecasting
zbMATH Keywords: periodic Chandrasekhar filter
zbMATH Keywords: periodic state-space models
zbMATH Keywords: \textit{PVARMA} models
zbMATH Keywords: prediction region
describes a project that uses: partsm
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/03610918.2013.777737
OpenAlex ID: W2014258962
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published in: Communications in Statistics. Simulation and Computation
description: scientific article; zbMATH DE number 6442501