Sieve bootstrap prediction intervals

DOI10.1007/978-3-642-57678-2_17zbMath1455.62166MaRDI QIDQ3297935

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

Publication date: 21 July 2020

Published in: COMPSTAT (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10016/14889

zbMATH Keywords

time series; linear processes; prediction intervals; sieve bootstrap

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

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

Uses Software

• longmemo