Bootstrap prediction intervals for autoregressive models fitted to non-autoregressive processes
| Year of publication: |
1998
|
|---|---|
| Authors: | Grigoletto, Matteo |
| Published in: |
Statistical Methods and Applications. - Springer, ISSN 1618-2510. - Vol. 7.1998, 3, p. 285-295
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| Publisher: |
Springer |
| Subject: | Autoregressive processes | interval forecasts | bootstrap | robustness |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008497248