Bootstrap prediction intervals for autoregressive time series

Computational Statistics and Data Analysis

Volumn 51, Issue 7, 2007, Pages 3580-3594

  Clements, Michael P ^a   Kim, Jae H ^b  

^a UNIVERSITY OF WARWICK   (United Kingdom)

^b MONASH UNIVERSITY   (Australia)

Author keywords

Autoregressive models; Bias correction; Bootstrapping

Indexed keywords

LEAST SQUARES APPROXIMATIONS; MATHEMATICAL MODELS; REGRESSION ANALYSIS; TIME SERIES ANALYSIS;

AUTOREGRESSIVE MODELS; BIAS CORRECTION; BOOTSTRAPPING; ROY-FULLER ESTIMATORS;

COMPUTATIONAL METHODS;

EID: 33847387127     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2006.09.012     Document Type: Article

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