BootPR

MaRDI QIDQ28719swMATHCRANFDO

Authors Jae. H. Kim

Last update 31 August 2023

Copyright license GNU General Public License, version 2.0

Software version identifier 0.70, 0.55, 0.56, 0.57, 0.58, 0.59, 0.60, 1.0

Official website https://cran.r-project.org/web/packages/BootPR/index.html

Source code repository https://github.com/cran/BootPR

Description

Contains functions for bias-Corrected Forecasting and Bootstrap Prediction Intervals for Autoregressive Time Series.

Cited in

(4)

• Finite-sample properties of estimators for first and second order autoregressive processes
• FitAR
• Bias-correction and endogenous lag order algorithm for bootstrap prediction intervals. Discussion on: ``Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions
• ARbiascorrect

This page was built for software: BootPR