Intervalos de previsão bootstrap para modelos estruturais
=== This work is dedicated to the implementation of the methodology to calculate nonparametric bootstrap prediction intervals in state space form (SS), based on the work of Rodriguez and Ruiz (2009). The SS are an alternative way of rewriting the structural models, which decompose the time series i...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | Portuguese |
| Published: |
Universidade Federal de Minas Gerais
2011
|
| Online Access: | http://hdl.handle.net/1843/ICED-8HNHU8 |