Prediction intervals in the ARFIMA model using bootstrap G
نویسندگان
چکیده
منابع مشابه
Semiparametric Bootstrap Prediction Intervals in time Series
One of the main goals of studying the time series is estimation of prediction interval based on an observed sample path of the process. In recent years, different semiparametric bootstrap methods have been proposed to find the prediction intervals without any assumption of error distribution. In semiparametric bootstrap methods, a linear process is approximated by an autoregressive process. The...
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ژورنال
عنوان ژورنال: Financial Statistical Journal
سال: 2018
ISSN: 2578-1960
DOI: 10.24294/fsj.v1i3.687