A time series bootstrap procedure for interpolation intervals
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Publication:1023506
DOI10.1016/j.csda.2007.05.029zbMath1452.62613OpenAlexW2140673397MaRDI QIDQ1023506
Andrés M. Alonso, Ana E. Sipols
Publication date: 12 June 2009
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2007.05.029
Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09)
Related Items
Bootstrap joint prediction regions for sequences of missing values in spatio-temporal datasets ⋮ Nonparametric variance function estimation with missing data ⋮ A single-index model procedure for interpolation intervals in time series ⋮ Nonlinear autoregressive sieve bootstrap based on extreme learning machines ⋮ Time series interpolation via global optimization of moments fitting
Uses Software
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