On sieve bootstrap prediction intervals.

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dc.contributor.author Alonso Fernández, Andrés Modesto
dc.contributor.author Peña, Daniel
dc.contributor.author Romo, Juan
dc.date.accessioned 2012-07-11T11:41:49Z
dc.date.available 2012-07-11T11:41:49Z
dc.date.issued 2003-10-15
dc.identifier.bibliographicCitation Statistics & Probability Letters, (15 Oct. 2003), 65(1), 13-20.
dc.identifier.issn 0167-7152
dc.identifier.uri http://hdl.handle.net/10016/14889
dc.description.abstract In this paper we consider a sieve bootstrap method for constructing nonparametric prediction intervals for a general class of linear processes. We show that the sieve bootstrap provides consistent estimators of the conditional distribution of future values given the observed data.
dc.description.sponsorship We would like to thank Mike Wiper for his careful reading which greatly improved the paper. This research was partially supported by the CYCIT project BEC 2000-0167 and by the Cátedra de Calidad BBVA.
dc.format.mimetype application/pdf
dc.language.iso eng
dc.publisher Elsevier
dc.subject.other Sieve bootstrap
dc.subject.other Prediction intervals
dc.subject.other Linear processes
dc.title On sieve bootstrap prediction intervals.
dc.type article
dc.description.status Publicado
dc.relation.publisherversion http://dx.doi.org/10.1016/S0167-7152(03)00214-1
dc.subject.eciencia Estadística
dc.identifier.doi 10.1016/S0167-7152(03)00214-1
dc.rights.accessRights openAccess
dc.type.version acceptedVersion
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