𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Bootstrap predictive inference for ARIMA processes

✍ Scribed by Lorenzo Pascual; Juan Romo; Esther Ruiz

Book ID
111039874
Publisher
John Wiley and Sons
Year
2004
Tongue
English
Weight
226 KB
Volume
25
Category
Article
ISSN
0143-9782

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Using the bootstrap for improved ARIMA m
Using the bootstrap for improved ARIMA model identification
✍ Dr. Amir D. Aczel; Dr. Norman H. Josephy πŸ“‚ Article πŸ“… 1992 πŸ› John Wiley and Sons 🌐 English βš– 455 KB

## Abstract This paper presents a new method of identifying ARIMA time‐series models. We use the bootstrap technique in estimating the distribution of sample autocorrelations both separately and in a simultaneous inference setting. The bootstrap has the advantage of being nonparametric and thus fre

Conditional inference for predictive agr
Conditional inference for predictive agreement
✍ V. T. Farewell; D. A. Sprott πŸ“‚ Article πŸ“… 1999 πŸ› John Wiley and Sons 🌐 English βš– 138 KB

We introduce the concept, and a measure of predictive agreement, , for two raters classifying items into q categories. The measure is based on the linear combination of log odds ratios from 2;2 subtables of a q;q cross-classi"cation table. We show that analysis procedures for this measure, and trans

Predictive inference for directional dat
Predictive inference for directional data
✍ S. Rao Jammalamadaka; Ashis SenGupta πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 424 KB