A time series bootstrap procedure for interpolation intervals

DOI10.1016/j.csda.2007.05.029zbMath1452.62613OpenAlexW2140673397MaRDI QIDQ1023506

Andrés M. Alonso, Ana E. Sipols

Publication date: 12 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2007.05.029

zbMATH Keywords

time seriessieve bootstrapinterpolation intervals

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09)

Related Items

Bootstrap joint prediction regions for sequences of missing values in spatio-temporal datasets ⋮ Nonparametric variance function estimation with missing data ⋮ A single-index model procedure for interpolation intervals in time series ⋮ Nonlinear autoregressive sieve bootstrap based on extreme learning machines ⋮ Time series interpolation via global optimization of moments fitting

Uses Software

• TRAMO

Cites Work

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