Bootstrap prediction intervals for autoregressive models fitted to non-autoregressive processes.

Authors
Grigoletto, Matteo
Citation
Matteo Grigoletto, Bootstrap prediction intervals for autoregressive models fitted to non-autoregressive processes., Journal of the italian statistical society, 7(3), 1998, pp. 285-295
Journal title
Journal of the italian statistical society
ISSN journal
11219130 → ACNP
Volume
7
Issue
3
Year of publication
1998
Pages
285 - 295
Database
ESSPER
SICI code
1121-9130(1998)7:3<285:BPIFAM>2.0.ZU;2-O