Bootstrap predictive inference for arima processes

Journal of Time Series Analysis

Volumn 25, Issue 4, 2004, Pages 449-465

  Pascual, Lorenzo ^a   Romo, Juan ^a   Ruiz, Esther ^a  

^a UNIVERSIDAD CARLOS III DE MADRID   (Spain)

Author keywords

Forecasting; Non Gaussian distributions; Prediction density; Resampling methods; Simulation

Indexed keywords

EID: 3042754066     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2004.01713.x     Document Type: Article

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