Model-based INAR bootstrap for forecasting INAR(p) models.

Luisa Bisaglia Margherita Gerolimetto

Published in: Comput. Stat. (2019)

Keyphrases

probabilistic model
complex systems
forecasting model
database
bayesian networks
training set
parameter estimation
cross validation
statistical model
short term
early warning
trading systems
autoregressive model
medium term