Obtaining prediction intervals for FARIMA processes using the sieve bootstrap

Author： Rupasinghe Maduka   Mukhopadhyay Purna   Samaranayake V.A.  

Publisher： Taylor & Francis Ltd

ISSN： 0094-9655

Source： Journal of Statistical Computation and Simulation, Vol.84, Iss.9, 2014-09, pp. : 2044-2058

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