A state space approach to bootstrapping conditional forecasts in ARMA models

Journal of Time Series Analysis

Volumn 23, Issue 6, 2002, Pages 733-751

  Wall, Kent D ^a   Stoffer, David S ^a  

^a UNIVERSITY OF PITTSBURGH   (United States)

Author keywords

Bootstrap; Forecasting; Prediction errors; Simulation; State space

Indexed keywords

EID: 0039486626     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00288     Document Type: Article

References (14)

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