Applying block bootstrap methods in silver prices forecasting
نویسندگان
چکیده
منابع مشابه
Forecasting with exponential smoothing methods and bootstrap
The Boot.EXPOS procedure is an algorithm that combines the use of exponential smoothing methods with the bootstrap methodology for obtaining forecasts. In previous works the authors have studied and analyzed the interaction between these two methodologies. The initial sketch of the procedure was developed, modified and evaluated until its final form designated as Boot.EXPOS.
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John DiNardo and Tom McCurdy provided useful comments on an earlier draft, but we are solely responsible for any remaining errors.
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ژورنال
عنوان ژورنال: Ekonometria
سال: 2022
ISSN: ['2449-9994', '1507-3866']
DOI: https://doi.org/10.15611/eada.2022.2.02