IMPROVED BOOTSTRAP PREDICTION INTERVALS FOR AUTOREGRESSIONS (Q4328379)
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scientific article; zbMATH DE number 739460
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | IMPROVED BOOTSTRAP PREDICTION INTERVALS FOR AUTOREGRESSIONS |
scientific article; zbMATH DE number 739460 |
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IMPROVED BOOTSTRAP PREDICTION INTERVALS FOR AUTOREGRESSIONS (English)
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2 April 1995
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least absolute deviations
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bootstrap
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calibration
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prediction intervals
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non-Gaussian autoregressions
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exact simulation
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approximate bootstrap
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first-order autoregressions
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nonparametric prediction intervals
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coverage probability mean squared error
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