Bootstrap Prediction Intervals for Autoregression
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Publication:3485777
DOI10.2307/2289788zbMath0705.62089OpenAlexW2485347808MaRDI QIDQ3485777
L. A. Thombs, William R. Schucany
Publication date: 1990
Full work available at URL: https://doi.org/10.2307/2289788
bootstrapsimulationtime seriesresamplingprediction intervalconditional distributionstationary autoregressive processnon-Gaussian autoregressive models
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