Prediction intervals for stationary time series using the sieve bootstrap method

MaRDI QIDQ2732366zbMATH OpenFDO

Authors Adam Zagdański

Publication date 9 June 2003

Published in Demonstratio Mathematica (Search for Journal in Brave)

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Nonparametric tolerance and confidence regions (62G15) Inference from stochastic processes and prediction (62M20)

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