Saving computer time in constructing consistent bootstrap prediction intervals for autoregressive processes

Subjects

Subjects :

Statistics and Probability
Nonlinear autoregressive exogenous model
Autoregressive model
Modeling and Simulation
Statistics
Econometrics
Prediction interval
SETAR
Autoregressive integrated moving average
STAR model
Mathematics

Details

ISSN :

15324141 and 03610918

Volume :

26

Database :

OpenAIRE

Journal :

Communications in Statistics - Simulation and Computation

Accession number :

edsair.doi.dedup.....09595c1b5335c529c2e9a1dff09998c5

Full Text :

https://doi.org/10.1080/03610919708813420