Consistent forecast intervals when the forecast-period exogenous variables are stochastic-Reference-Cited by-同舟云学术

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Consistent forecast intervals when the forecast-period exogenous variables are stochastic

Published:1996-07 Issue:4 Volume:15 Page:293-304
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:J. Forecast.

Author:

McCullough B. D.

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modeling and Simulation

Reference29 articles.

1. Using the bootstrap for improved ARIMA model identification

2. Prepivoting to reduce level error of confidence sets

3. Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements

4. Balanced Simultaneous Confidence Sets

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