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Showing 1 to 1 of 1 for “"Fractional Auto-Regressive Integrated Moving Average (FARIMA)"”.
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Sieve bootstrap based prediction intervals and unit root tests for time series
… resamples residuals obtained by fitting a finite autoregressvie (AR) approximation to empirical time series, to obtaining prediction intervals for integrated, long-memory, and seasonal time series as well as constructing a test for seasonal unit roots, is considered. The advantage of this …