Bootstrap prediction intervals for autoregressive models of unknown or infinite lag order

Journal of Forecasting

Volumn 21, Issue 4, 2002, Pages 265-280

  Kim, Jae H ^a  

^a LA TROBE UNIVERSITY   (Australia)

Author keywords

Bootstrapping; Interval estimation; Order estimation

Indexed keywords

EID: 0036641848     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/for.823     Document Type: Article

References (24)

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