Discussion of ``Bootstrap prediction intervals for linear, nonlinear, and nonparametric autoregressions, by Li Pan and Dimitris Politis

DOI10.1016/j.jspi.2015.10.013zbMath1353.62096MaRDI QIDQ301351

Sílvia Gonçalves, Benoit Perron

Publication date: 30 June 2016

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2015.10.013

Mathematics Subject Classification ID

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

62G09: Nonparametric statistical resampling methods