Introducing model uncertainty by moving blocks bootstrap

Statistical Papers

Volumn 47, Issue 2, 2006, Pages 167-179

  Alonso, Andrés M ^a,b   Peña, Daniel ^b   Romo, Juan ^b  

^a UNIVERSIDAD AUTÓNOMA DE MADRID   (Spain)

^b UNIVERSIDAD CARLOS III DE MADRID   (Spain)

Author keywords

Klockwise bootstrap; Model uncertainty; Prediction; Sieve bootstrap; Time series

Indexed keywords

EID: 33750332961     PISSN: 09325026     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00362-005-0282-7     Document Type: Article

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