RT Journal Article
T1 On sieve bootstrap prediction intervals.
A1 Alonso Fernández, Andrés Modesto
A1 Peña, Daniel
A1 Romo, Juan
AB 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.
PB Elsevier
SN 0167-7152
YR 2003
FD 2003-10-15
LK https://hdl.handle.net/10016/14889
UL https://hdl.handle.net/10016/14889
LA eng
NO 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.
DS e-Archivo
RD 4 may. 2024