Bootstrapping prediction intervals for autoregressive models

International Journal of Forecasting

Volumn 17, Issue 2, 2001, Pages 247-267

  Clements, Michael P ^a   Taylor, Nick ^b  

^a UNIVERSITY OF WARWICK   (United Kingdom)

^b UNIVERSITY OF WARWICK   (United Kingdom)

Author keywords

Bias correction; Bootstrapping; Prediction intervals

Indexed keywords

EID: 0035314977     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(00)00079-0     Document Type: Article

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