Details

Autor(en) / Beteiligte

• Chernick, Michael R

Titel

Forecasting and Time Series Analysis

Ist Teil von

• Bootstrap Methods, 2007, p.97-113

Ort / Verlag

Hoboken, NJ, USA: John Wiley & Sons, Inc

Erscheinungsjahr

2007

Quelle

Wiley Online Library All Obooks

Beschreibungen/Notizen

• This chapter contains sections titled: Methods of Forecasting Time Series Models When Does Bootstrapping Help with Prediction Intervals? Model‐Based Versus Block Resampling Explosive Autoregressive Processes Bootstrapping‐Stationary Arma Models Frequency‐Based Approaches Sieve Bootstrap Historical Notes