Bootstrap prediction intervals for linear, nonlinear, and nonparametric autoregressions
Year of publication: |
2014
|
---|---|
Authors: | Pan, Li ; Politis, Dimitris N. |
Publisher: |
San Diego, Calif. : Univ. of California, Dep. of Economics |
Subject: | Bootstrap-Verfahren | Bootstrap approach | Prognoseverfahren | Forecasting model | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Nichtlineare Regression | Nonlinear regression | Zeitreihenanalyse | Time series analysis |
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