On sieve bootstrap prediction intervals.

DOI10.1016/S0167-7152(03)00214-1zbMath1048.62049MaRDI QIDQ1423099

Daniel Peña, Andrés M. Alonso, Juan J. Romo

Publication date: 14 February 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Sieve bootstrap; Linear processes; Prediction intervals

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62G09: Nonparametric statistical resampling methods

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Cites Work

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