Bootstrapping prediction intervals for autoregressive models
Michael P. Clements; Nick Taylor
| Year of publication: |
2001
|
|---|---|
| Authors: | Clements, Michael P. ; Taylor, Nicholas |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 17.2001, 2, p. 247-267
|
| Subject: | Prognoseverfahren | Forecasting model | Systematischer Fehler | Bias | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: International journal of forecasting |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001575596