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Volumn 14, Issue 4, 1998, Pages 447-456

Bootstrap prediction intervals for autoregressions: Some alternatives

Author keywords

Autoregressive models; Bootstrap; Interval forecasts

Indexed keywords


EID: 0007143746     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(98)00004-1     Document Type: Article
Times cited : (37)

References (13)
  • 4
    • 84964203940 scopus 로고
    • Bootstrap measures for standard errors, confidence intervals, and other measures of statistical accuracy
    • Efron B., Tibshirani R.J. Bootstrap measures for standard errors, confidence intervals, and other measures of statistical accuracy. Statistical Science. 1:1986;54-77.
    • (1986) Statistical Science , vol.1 , pp. 54-77
    • Efron, B.1    Tibshirani, R.J.2
  • 6
    • 84981478353 scopus 로고
    • On bootstrap predictive inference for autoregressive processes
    • Kabaila P. On bootstrap predictive inference for autoregressive processes. Journal of Time Series Analysis. 14:1993;473-484.
    • (1993) Journal of Time Series Analysis , vol.14 , pp. 473-484
    • Kabaila, P.1
  • 8
    • 85071343153 scopus 로고    scopus 로고
    • Bootstrapping time series models
    • Li H., Maddala G.S. Bootstrapping time series models. Econometric Reviews. 15:1996;115-158.
    • (1996) Econometric Reviews , vol.15 , pp. 115-158
    • Li, H.1    Maddala, G.S.2
  • 9
    • 38249019787 scopus 로고
    • Bootstrap prediction intervals for autoregressions
    • Masarotto G. Bootstrap prediction intervals for autoregressions. International Journal of Forecasting. 6:1990;229-239.
    • (1990) International Journal of Forecasting , vol.6 , pp. 229-239
    • Masarotto, G.1
  • 10
    • 84984442868 scopus 로고
    • Using the bootstrap to evaluate forecasting equations
    • Peters S.C., Freedman D.A. Using the bootstrap to evaluate forecasting equations. Journal of Forecasting. 4:1985;251-262.
    • (1985) Journal of Forecasting , vol.4 , pp. 251-262
    • Peters, S.C.1    Freedman, D.A.2
  • 13
    • 0039925891 scopus 로고
    • Bootstrapping the probability distribution of peak electricity demand
    • Veall M.R. Bootstrapping the probability distribution of peak electricity demand. International Economic Review. 28:1987;203-212.
    • (1987) International Economic Review , vol.28 , pp. 203-212
    • Veall, M.R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.