Bias-corrected bootstrap prediction intervals for autoregressive model: new alternatives with applications to tourism forecasting

DOI10.1002/for.1150zbMath1203.62166OpenAlexW1993528789MaRDI QIDQ3065551

No author found.

Publication date: 6 January 2011

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/for.1150

zbMATH Keywords

time seriesbias-correctionstationarity-correctiontourist arrivals

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09) Monte Carlo methods (65C05)

Related Items (3)

Polarization of forecast densities: a new approach to time series classification ⋮ Circular autocorrelation of stationary circular Markov processes ⋮ Spatio-temporal circular models with non-separable covariance structure

Cites Work

• Bootstrap prediction intervals for autoregressive time series
• Bias assessment and reduction in linear error-correction models
• On the effect of deterministic terms on the bias in stable AR models
• Bootstrap Prediction Intervals for Autoregression
• Stable spectral factorization with applications to the estimation of time series models
• Confidence intervals for impulse responses under departures from normality
• The bootstrap and Edgeworth expansion

This page was built for publication: Bias-corrected bootstrap prediction intervals for autoregressive model: new alternatives with applications to tourism forecasting