A time series bootstrap procedure for interpolation intervals
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- Alonso, A.M. & Berrendero, J.R. & Hernandez, A. & Justel, A., 2006. "Time series clustering based on forecast densities," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 762-776, November.
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- Pascual, Lorenzo & Romo, Juan & Ruiz, Esther, 2006. "Bootstrap prediction for returns and volatilities in GARCH models," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2293-2312, May.
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- Proietti, Tommaso, 2003. "Forecasting the US unemployment rate," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 451-476, March.
- Clements, Michael P. & Kim, Jae H., 2007. "Bootstrap prediction intervals for autoregressive time series," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3580-3594, April.
- Gomez, Victor & Maravall, Agustin & Pena, Daniel, 1998. "Missing observations in ARIMA models: Skipping approach versus additive outlier approach," Journal of Econometrics, Elsevier, vol. 88(2), pages 341-363, November.
- Ricardo Cao & Miguel Delgado & Wenceslao González-Manteiga, 1997. "Nonparametric curve estimation: An overview," Investigaciones Economicas, Fundación SEPI, vol. 21(2), pages 209-252, May.
- Koopman, Siem Jan & Ooms, Marius, 2006.
"Forecasting daily time series using periodic unobserved components time series models,"
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- Siem Jan Koopman & Marius Ooms, 2004. "Forecasting Daily Time Series using Periodic Unobserved Components Time Series Models," Tinbergen Institute Discussion Papers 04-135/4, Tinbergen Institute.
- Andres Alonso & Juan Romo, 2005. "Forecast of the expected non-epidemic morbidity of acute diseases using resampling methods," Journal of Applied Statistics, Taylor & Francis Journals, vol. 32(3), pages 281-295.
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