Bootstrap prediction intervals in state–space models
Open Access
- 15 March 2009
- journal article
- research article
- Published by Wiley in Journal of Time Series Analysis
- Vol. 30 (2), 167-178
- https://doi.org/10.1111/j.1467-9892.2008.00604.x
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
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- A State space approach to bootstrapping conditional forecasts in arma modelsJournal of Time Series Analysis, 2002
- Multivariate Stochastic Variance ModelsThe Review of Economic Studies, 1994
- Bootstrap Prediction Intervals for AutoregressionJournal of the American Statistical Association, 1990
- Better Bootstrap Confidence IntervalsJournal of the American Statistical Association, 1987