Saving computer time in constructing consistent bootstrap prediction intervals for autoregressive processes

  1. Cao, R.
  2. Febrero-Bande, M.
  3. González-Manteiga, W.
  4. Prada-Sánchez, J.M.
  5. García-Jurado, I.
Journal:
Communications in Statistics Part B: Simulation and Computation

ISSN: 0361-0918

Year of publication: 1997

Volume: 26

Issue: 3

Pages: 961-978

Type: Article

DOI: 10.1080/03610919708813420 GOOGLE SCHOLAR