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A time series bootstrap procedure for interpolation intervals

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  • Alonso, Andres M.
  • Sipols, Ana E.

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  • Alonso, Andres M. & Sipols, Ana E., 2008. "A time series bootstrap procedure for interpolation intervals," Computational Statistics & Data Analysis, Elsevier, vol. 52(4), pages 1792-1805, January.
    • Handle: RePEc:eee:csdana:v:52:y:2008:i:4:p:1792-1805
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    References listed on IDEAS

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    1. S. R. Brubacher & G. Tunnicliffe Wilson, 1976. "Interpolating Time Series with Application to the Estimation of Holiday Effects on Electricity Demand," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 25(2), pages 107-116, June.
    2. Proietti, Tommaso, 2003. "Forecasting the US unemployment rate," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 451-476, March.
    3. Koopman, Siem Jan & Ooms, Marius, 2006. "Forecasting daily time series using periodic unobserved components time series models," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 885-903, November.
    4. 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.
    5. Ricardo Cao & Miguel Delgado & Wenceslao González-Manteiga, 1997. "Nonparametric curve estimation: An overview," Investigaciones Economicas, Fundación SEPI, vol. 21(2), pages 209-252, May.
    6. Alonso, Andrés M. & Peña, Daniel & Romo, Juan, 2003. "On sieve bootstrap prediction intervals," Statistics & Probability Letters, Elsevier, vol. 65(1), pages 13-20, October.
    7. Victor Gómez & Agustín Maravall, 1996. "Programs TRAMO and SEATS, Instruction for User (Beta Version: september 1996)," Working Papers 9628, Banco de España.
    8. 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.
    9. 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.
    10. Pascual, Lorenzo & Romo, Juan & Ruiz, Esther, 2001. "Effects of parameter estimation on prediction densities: a bootstrap approach," International Journal of Forecasting, Elsevier, vol. 17(1), pages 83-103.
    11. Giordano, Francesco & La Rocca, Michele & Perna, Cira, 2007. "Forecasting nonlinear time series with neural network sieve bootstrap," Computational Statistics & Data Analysis, Elsevier, vol. 51(8), pages 3871-3884, May.
    12. 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.
    13. 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.
    14. Mohsen Pourahmadi, 1989. "Estimation And Interpolation Of Missing Values Of A Stationary Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 10(2), pages 149-169, March.
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    Cited by:

    1. Maria Lucia Parrella & Giuseppina Albano & Cira Perna & Michele La Rocca, 2021. "Bootstrap joint prediction regions for sequences of missing values in spatio-temporal datasets," Computational Statistics, Springer, vol. 36(4), pages 2917-2938, December.
    2. Carrizosa, Emilio & Olivares-Nadal, Alba V. & Ramírez-Cobo, Pepa, 2013. "Time series interpolation via global optimization of moments fitting," European Journal of Operational Research, Elsevier, vol. 230(1), pages 97-112.
    3. Pérez-González, A. & Vilar-Fernández, J.M. & González-Manteiga, W., 2010. "Nonparametric variance function estimation with missing data," Journal of Multivariate Analysis, Elsevier, vol. 101(5), pages 1123-1142, May.
    4. Andrés Alonso & Ana Sipols & Silvia Quintas, 2013. "A single-index model procedure for interpolation intervals in time series," Computational Statistics, Springer, vol. 28(4), pages 1463-1484, August.
    5. Bu Hyoung Lee, 2022. "Bootstrap Prediction Intervals of Temporal Disaggregation," Stats, MDPI, vol. 5(1), pages 1-13, February.

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