scientific article; zbMATH DE number 2063760

zbMath1035.62088MaRDI QIDQ4461337

Daniel Peña, Andrés M. Alonso, Juan J. Romo

Publication date: 30 March 2004

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

predictiontablestime seriesmodel uncertaintysieve bootstrap

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bootstrap, jackknife and other resampling methods (62F40)

Related Items (5)

Introducing model uncertainty by moving blocks bootstrap ⋮ Bootstrap prediction in univariate volatility models with leverage effect ⋮ Asymptotic properties of sieve bootstrap prediction intervals for \textit{FARIMA} processes ⋮ Bias correction for time series factor models ⋮ Obtaining prediction intervals for FARIMA processes using the sieve bootstrap

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