On sieve bootstrap prediction intervals.
type: Item
instance of: scholarly article
title: On sieve bootstrap prediction intervals.
zbMATH Open document ID: 1048.62049
DOI: 10.1016/S0167-7152(03)00214-1
author: Andres M. Alonso
author: Daniel Peña
author: Juan Romo
published in: Statistics \& Probability Letters
publication date: 2004-02-14T00:00:00Z
Mathematics Subject Classification ID: 62G09
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 2041570
zbMATH Keywords: Sieve bootstrap
zbMATH Keywords: Prediction intervals
zbMATH Keywords: Linear processes
MaRDI profile type: Publication
cites work: Forecasting time series with sieve bootstrap
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cites work: REGRESSION, AUTOREGRESSION MODELS
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full work available at URL: s0167-7152(03)00214-1
OpenAlex ID: W2146913227
description: scientific article; zbMATH DE number 2041570