Forecasting time series with sieve bootstrap

Author:

Alonso Andre’es M.,Peña Daniel,Romo Juan

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference18 articles.

1. Information theory and an extension of the maximum likelihood principle.;Akaike,1973

2. Alonso, A.M., Peña, D., Romo, J., 2000. Forecasting time series with sieve bootstrap. W.P. 00-07, Universidad Carlos III de Madrid, Madrid.

3. Statistics for Long-Memory Processes.;Beran,1994

4. A simulation study of autoregressive and window estimators of the inverse autocorrelation function;Bhansali;Appl. Statist.,1983

5. Time Series Analysis: Forecasting and Control.;Box,1976

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