Bootstrap Predictive Inference for Arima Processes
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Other versions of this item:
- Lorenzo Pascual & Juan Romo & Esther Ruiz, 2004. "Bootstrap predictive inference for ARIMA processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(4), pages 449-465, July.
References listed on IDEAS
- Matteo Grigoletto, 1998. "Bootstrap prediction intervals for autoregressive models fitted to non-autoregressive processes," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 7(3), pages 285-295, December.
- Masarotto, Guido, 1990. "Bootstrap prediction intervals for autoregressions," International Journal of Forecasting, Elsevier, vol. 6(2), pages 229-239, July.
- Grigoletto, Matteo, 1998. "Bootstrap prediction intervals for autoregressions: some alternatives," International Journal of Forecasting, Elsevier, vol. 14(4), pages 447-456, December.
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