Bias-correction and endogenous lag order algorithm for bootstrap prediction intervals. Discussion on: ``Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions'' (Q301353): Difference between revisions
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| Property / author: M. Dambrine / rank | |||
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62G09 / rank | |||
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Revision as of 21:59, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bias-correction and endogenous lag order algorithm for bootstrap prediction intervals. Discussion on: ``Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions'' |
scientific article |
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Bias-correction and endogenous lag order algorithm for bootstrap prediction intervals. Discussion on: ``Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions'' (English)
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30 June 2016
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