Prediction Intervals for Time Series: A Modified Sieve Bootstrap Approach (Q3577177)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Prediction Intervals for Time Series: A Modified Sieve Bootstrap Approach |
scientific article |
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Prediction Intervals for Time Series: A Modified Sieve Bootstrap Approach (English)
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5 August 2010
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ARMA processes
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coverage probabilities
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forecast intervals
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nonparametric methods
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resampling
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tables
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0.9689882
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0.96874404
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0.9315368
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0.9173288
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