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

Ricardo Cao · Manuel Febrero–Bande · Wenceslao González–Manteiga · J. M. Prada‐Sánchez · I Garcfa-Jurado

60 citations0/0 files storedCommunications in Statistics - Simulation and Computation

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Forecasting Techniques and Applications Time Series Analysis and Forecasting Statistical and numerical algorithms

Abstract

(1997). Saving computer time in constructing consistent bootstrap prediction intervals for autoregressive processes. Communications in Statistics - Simulation and Computation: Vol. 26, No. 3, pp. 961-978.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 60 citations exist upstream.

References

1990Bootstrap Prediction Intervals for Autoregression 1987Estimating Properties of Autoregressive Forecasts

Cited by

2001Effects of parameter estimation on prediction densities: a bootstrap approach 2015Model-Free vs. Model-Based Volatility Prediction

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

Imported from OpenAlex (CC0) — nothing here is generated.