Bootstrap Predictive Inference for Arima Processes
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- 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.
- 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.
- Pascual, Lorenzo, 1999. "Effects of parameter estimation on prediction densities a bootstrap approach," DES - Working Papers. Statistics and Econometrics. WS 6304, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Masarotto, Guido, 1990. "Bootstrap prediction intervals for autoregressions," International Journal of Forecasting, Elsevier, vol. 6(2), pages 229-239, July.
- Paul Kabaila, 1993. "On Bootstrap Predictive Inference For Autoregressive Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 14(5), pages 473-484, September.
- Jens‐Peter Kreiss & Jürgen Franke, 1992. "Bootstrapping Stationary Autoregressive Moving‐Average Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 13(4), pages 297-317, 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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