Intervalos de previsão em modelos ARFIMA utilizando a metodologia Bootstrap
=== The traditional methods of building prediction intervals for time series assume that the model parameters are known and the errors are Gaussian. When such assumptions are not true, the prediction intervals possess a coverage different from the nominal one. This work proposes the use of the boot...
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| Format: | Others |
| Language: | Portuguese |
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Universidade Federal de Minas Gerais
2012
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| Online Access: | http://hdl.handle.net/1843/ICED-8TFHJ5 |