Obtaining prediction intervals for FARIMA processes using the sieve bootstrap
- 期刊名称Journal of Statistical Computation and Simulation
- 作者Rupasinghe, Maduka; Mukhopadhyay, Purna; Samaranayake, V.A.
- 卷第84卷
- 期第9期
- 印刷ISSN0094-9655
- 电子ISSN1563-5163
- 文件大小226.21KB
- 发表时间2014-09-02
- DOI10.1080/00949655.2013.781271
- 页码2044-2058
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