Bootstrap-after-bootstrap prediction intervals for autoregressive models
Jae H. Kim
| Year of publication: |
2000
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|---|---|
| Authors: | Kim, Jae H. |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 19.2001, 1, p. 117-128
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| Subject: | Prognoseverfahren | Forecasting model | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | Autokorrelation | Autocorrelation |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of business & economic statistics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001543465