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Prediction intervals for time series models with trend via sieve bootstrap - MaRDI portal

Prediction intervals for time series models with trend via sieve bootstrap (Q1926537)

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scientific article; zbMATH DE number 6119028
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English
Prediction intervals for time series models with trend via sieve bootstrap
scientific article; zbMATH DE number 6119028

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    Prediction intervals for time series models with trend via sieve bootstrap (English)
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    28 December 2012
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    sieve bootstrap
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    hybrid bootstrap
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    bootstrap-\(t\)
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    prediction intervals
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    kernel estimator
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    boundary kernel
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