Bootstrap prediction intervals for linear, nonlinear, and nonparametric autoregressions

By Lingxue Pan, Dimitris Nicolas Politis. 2016

93 citations recorded by the source corpus.

Subfields: Control and Systems Engineering, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/5b5674ac1311bae16f7f367cc207caf981e07c52