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Volumn 3, Issue 1, 2004, Pages 239-249

JMASM10: A Fortran routine for sieve bootstrap prediction intervals

Author keywords

Prediction; Sieve bootstrap; Time series

Indexed keywords


EID: 20444403447     PISSN: 15389472     EISSN: None     Source Type: Journal    
DOI: 10.22237/jmasm/1083371160     Document Type: Article
Times cited : (1)

References (9)
  • 1
    • 0000501656 scopus 로고
    • Information theory and an extension of the maximum likelihood principle
    • B.N. Petrov, and F. Csaki, Eds., Akademiai Kiado, Budapest
    • Akaike, H. (1973). Information theory and an extension of the maximum likelihood principle, In: 2nd International Symposium on Information Theory, B.N. Petrov, and F. Csaki, Eds., Akademiai Kiado, Budapest, 267-281.
    • (1973) 2nd International Symposium on Information Theory , pp. 267-281
    • Akaike, H.1
  • 5
    • 85015431832 scopus 로고    scopus 로고
    • Sieve bootstrap for time series
    • Bühlmann, P. (1997). Sieve bootstrap for time series, Bernoulli, 3, 123-148.
    • (1997) Bernoulli , vol.3 , pp. 123-148
    • Bühlmann, P.1
  • 7
    • 0002670677 scopus 로고    scopus 로고
    • Effects of parameter estimation on prediction densities: A bootstrap approach
    • Pascual, L., Romo, J. & Ruiz, E. (2001). Effects of parameter estimation on prediction densities: a bootstrap approach, International Journal of Forecasting, 17, 83-103.
    • (2001) International Journal of Forecasting , vol.17 , pp. 83-103
    • Pascual, L.1    Romo, J.2    Ruiz, E.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.