Introducing model uncertainty by moving blocks bootstrap
DOI10.1007/S00362-005-0282-7zbMATH Open1104.62096OpenAlexW2050987943MaRDI QIDQ864906FDOQ864906
Authors: Andres M. Alonso, Daniel Peña, Juan Romo 
Publication date: 13 February 2007
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10016/14824
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Cited In (6)
- Improved bootstrap prediction intervals for SETAR models
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- A generalized least squares estimation method for the autoregressive conditional duration model
- Periodically correlated modeling by means of the periodograms asymptotic distributions
- Bias-variance trade-off for prequential model list selection
- Title not available (Why is that?)
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