Bootstrap prediction intervals for autoregressive models of unknown or infinite lag order
Year of publication: |
2002
|
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Authors: | Kim, Jae H. |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 21.2002, 4, p. 265-280
|
Subject: | Prognoseverfahren | Forecasting model | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | Autokorrelation | Autocorrelation |
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