Sieve bootstrap prediction intervals
Work
Year: 2000
Type: book-chapter
Abstract: When studying a time series, one of the main goals is the estimation of forecast confidence intervals based on an observed trajectory of the process. The traditional approach of finding prediction int... more
Source: COMPSTAT
Authors Andrés M. Alonso, Daniel Peña, Juan Romo
Institution Universidad Carlos III de Madrid
Cites: 9
Cited by: 2
Related to: 10
FWCI:
Citation percentile (by year/subfield): 52.1
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green