A State Space Approach to Bootstrapping Conditional Forecasts in Arma Models
Year of publication: |
2003
|
---|---|
Authors: | Wall, Kent D. ; Stoffer, David |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | Prognoseverfahren | Forecasting model | Zustandsraummodell | State space model | ARMA-Modell | ARMA model | Zeitreihenanalyse | Time series analysis |
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